-12.9%
KMB vs SIRI
-44.1%
+31.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.1% |
| 7D | -8.6% | -3.9% | -4.7% | -8.4% |
| 30D | -7.5% | -0.8% | -6.7% | -7.5% |
| 3M | -0.6% | +4.3% | -4.9% | -0.8% |
| 6M | -1.5% | +34.1% | -35.6% | -2.7% |
| YTD | +1.6% | +47.3% | -45.7% | 0.0% |
| 1Y | -20.8% | +22.9% | -43.7% | -21.6% |
| 3Y | -12.4% | -24.6% | +12.2% | -12.5% |
| 5Y | -12.9% | -43.2% | +30.2% | -11.7% |
| All | -12.9% | -44.1% | +31.2% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling