+13.5%
KMB vs SIRI
-10.2%
+23.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.4% |
| 7D | -6.5% | +0.6% | -7.0% | -6.5% |
| 30D | -8.8% | +2.5% | -11.3% | -9.0% |
| 3M | -2.2% | +6.6% | -8.8% | -2.8% |
| 6M | +0.7% | +32.9% | -32.2% | -2.0% |
| YTD | +1.0% | +50.5% | -49.4% | -2.8% |
| 1Y | -20.3% | +28.0% | -48.3% | -22.3% |
| 3Y | -13.3% | -22.4% | +9.1% | -13.3% |
| 5Y | -12.9% | -41.3% | +28.3% | -12.1% |
| All | +13.5% | -10.2% | +23.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling