+35.5%
KMB vs SMTC
+351.6%
-316.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.5% |
| 7D | -3.0% | +30.5% | -33.4% | -3.0% |
| 30D | +9.1% | -30.9% | +39.9% | +9.3% |
| 3M | -0.4% | -14.7% | +14.3% | -0.5% |
| 6M | +13.0% | -9.6% | +22.5% | +12.3% |
| YTD | +10.3% | +62.1% | -51.7% | +7.7% |
| 1Y | +8.2% | +66.6% | -58.4% | +5.5% |
| 3Y | +0.4% | +718.1% | -717.7% | -11.4% |
| 5Y | -2.7% | +32.8% | -35.5% | -6.0% |
| All | +35.5% | +351.6% | -316.1% | +19.3% |
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