+14.1%
KMB vs SM
+62.4%
-48.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +6.0% | +2.9% |
| 7D | +3.4% | -22.3% | +25.7% | +0.8% |
| 30D | +14.7% | -21.4% | +36.0% | +12.0% |
| 3M | +3.3% | +1.4% | +1.9% | +3.8% |
| 6M | +16.8% | +0.1% | +16.7% | +17.1% |
| YTD | +15.2% | +59.0% | -43.7% | +10.9% |
| All | +14.1% | +62.4% | -48.3% | +10.2% |
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