+955.6%
KMB vs SM
+1,608.3%
-652.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.5% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -5.5% | +26.3% | -31.8% | -6.2% |
| 3M | +14.0% | +8.7% | +5.3% | +13.5% |
| 6M | +4.1% | +51.7% | -47.6% | +2.3% |
| YTD | +8.0% | +99.0% | -91.0% | +5.2% |
| 1Y | -13.7% | +34.6% | -48.3% | -15.0% |
| 3Y | -5.9% | -7.8% | +1.8% | -6.9% |
| 5Y | -8.6% | +104.8% | -113.4% | -13.3% |
| 10Y | +17.3% | +7.2% | +10.0% | +4.7% |
| All | +955.6% | +1,608.3% | -652.7% | +623.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling