+13.6%
KMB vs SM
+70.4%
-56.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -15.3% | +19.4% | +2.5% |
| 7D | +0.4% | -21.5% | +21.8% | -1.9% |
| 30D | +14.0% | -11.4% | +25.4% | +12.8% |
| 3M | -1.3% | +0.6% | -1.9% | -0.8% |
| 6M | +16.7% | +0.2% | +16.4% | +17.4% |
| YTD | +12.0% | +69.7% | -57.7% | +7.9% |
| 1Y | +13.6% | +71.6% | -57.9% | +9.9% |
| All | +13.6% | +70.4% | -56.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling