+14.7%
KMB vs SMTC
+504.7%
-490.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.1% |
| 7D | -8.6% | +22.5% | -31.1% | -8.9% |
| 30D | -7.5% | +24.9% | -32.4% | -7.9% |
| 3M | -0.6% | +4.1% | -4.7% | -0.8% |
| 6M | -1.5% | +92.6% | -94.1% | -3.6% |
| YTD | +1.6% | +122.5% | -120.9% | -1.0% |
| 1Y | -20.8% | +166.2% | -187.0% | -23.3% |
| 3Y | -12.4% | +577.2% | -589.6% | -20.9% |
| 5Y | -12.9% | +119.0% | -131.9% | -17.2% |
| 10Y | +14.7% | +527.9% | -513.2% | -3.0% |
| All | +14.7% | +504.7% | -490.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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