-12.9%
KMB vs SMTC
+116.8%
-129.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.1% |
| 7D | -8.6% | +22.5% | -31.1% | -8.3% |
| 30D | -7.5% | +24.9% | -32.4% | -7.2% |
| 3M | -0.6% | +4.1% | -4.7% | -0.3% |
| 6M | -1.5% | +92.6% | -94.1% | -1.4% |
| YTD | +1.6% | +122.5% | -120.9% | +1.7% |
| 1Y | -20.8% | +166.2% | -187.0% | -20.7% |
| 3Y | -12.4% | +577.2% | -589.6% | -14.8% |
| 5Y | -12.9% | +119.0% | -131.9% | -16.7% |
| All | -12.9% | +116.8% | -129.7% | -16.7% |
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