+1,907.5%
KMB vs SMTC
+49,585.3%
-47,677.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.8% | -9.6% | +2.9% |
| 7D | +3.4% | -4.8% | +8.2% | +3.4% |
| 30D | +14.7% | -37.8% | +52.5% | +15.9% |
| 3M | +3.3% | -16.5% | +19.8% | +3.2% |
| 6M | +16.8% | -4.4% | +21.2% | +15.7% |
| YTD | +15.2% | +58.0% | -42.8% | +12.1% |
| 1Y | +13.3% | +62.0% | -48.7% | +10.1% |
| 3Y | +5.4% | +745.7% | -740.2% | -5.0% |
| 5Y | +2.7% | +29.0% | -26.3% | -2.2% |
| 10Y | +38.7% | +351.4% | -312.7% | +24.6% |
| All | +1,907.5% | +49,585.3% | -47,677.8% | +1,367.9% |
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