+2.1%
KMB vs SIRI
-22.7%
+24.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +2.1% |
| 7D | +0.9% | -1.7% | +2.6% | +1.0% |
| 30D | +10.1% | +21.1% | -11.0% | +9.1% |
| 3M | 0.0% | +14.7% | -14.7% | -0.7% |
| 6M | +15.7% | +22.9% | -7.2% | +14.7% |
| YTD | +12.6% | +65.7% | -53.1% | +10.6% |
| 1Y | +10.1% | +53.5% | -43.3% | +8.4% |
| 3Y | +2.1% | -23.0% | +25.1% | +2.7% |
| All | +2.1% | -22.7% | +24.8% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling