+36.0%
KMB vs SM
+8.2%
+27.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.8% |
| 7D | +0.5% | -25.9% | +26.4% | +0.4% |
| 30D | +12.4% | -15.1% | +27.5% | +12.3% |
| 3M | +1.0% | +4.9% | -3.9% | +1.0% |
| 6M | +12.1% | +6.1% | +6.0% | +12.1% |
| YTD | +11.6% | +63.4% | -51.8% | +11.4% |
| 1Y | +13.1% | +72.5% | -59.4% | +12.9% |
| 3Y | +1.6% | -16.9% | +18.5% | +1.4% |
| 5Y | -0.3% | -10.6% | +10.3% | -0.6% |
| All | +36.0% | +8.2% | +27.8% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling