-0.6%
KMB vs SMTC
+13.5%
-14.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.7% | -14.6% | -1.5% |
| 7D | +0.5% | -19.0% | +19.4% | +0.1% |
| 30D | +12.4% | -46.7% | +59.1% | +11.3% |
| 3M | +1.0% | -23.4% | +24.4% | +0.6% |
| 6M | +12.1% | -13.4% | +25.6% | +11.5% |
| YTD | +11.6% | +40.1% | -28.4% | +10.8% |
| 1Y | +13.1% | +47.7% | -34.6% | +12.3% |
| 3Y | +1.6% | +606.9% | -605.3% | -3.8% |
| All | -0.6% | +13.5% | -14.0% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling