-8.0%
KMB vs SM
+107.8%
-115.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.7% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -5.5% | +26.3% | -31.8% | -5.0% |
| 3M | +14.0% | +8.7% | +5.3% | +14.4% |
| 6M | +4.1% | +51.7% | -47.6% | +4.7% |
| YTD | +8.0% | +99.0% | -91.0% | +8.8% |
| 1Y | -13.7% | +34.6% | -48.3% | -13.6% |
| 3Y | -5.9% | -7.8% | +1.8% | -6.5% |
| All | -8.0% | +107.8% | -115.9% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling