+1,782.5%
KMB vs SMTC
+62,999.7%
-61,217.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -1.9% |
| 7D | -3.0% | +12.7% | -15.8% | -3.4% |
| 30D | -5.5% | +22.0% | -27.4% | -6.2% |
| 3M | +14.0% | -12.7% | +26.7% | +13.9% |
| 6M | +4.1% | +64.8% | -60.7% | +1.7% |
| YTD | +8.0% | +100.7% | -92.6% | +4.9% |
| 1Y | -13.7% | +146.9% | -160.6% | -16.9% |
| 3Y | -5.9% | +456.8% | -462.8% | -13.7% |
| 5Y | -8.6% | +89.2% | -97.9% | -13.7% |
| 10Y | +17.3% | +426.9% | -409.6% | +5.4% |
| All | +1,782.5% | +62,999.7% | -61,217.2% | +1,273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling