-1.0%
KMB vs SN
+681.9%
-682.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +3.1% |
| 7D | +3.4% | +7.6% | -4.2% | +3.0% |
| 30D | +14.7% | +24.1% | -9.4% | +13.4% |
| 3M | +3.3% | +23.7% | -20.4% | +2.0% |
| 6M | +16.8% | +105.5% | -88.7% | +13.1% |
| YTD | +15.2% | +105.1% | -89.9% | +11.4% |
| 1Y | +13.3% | +148.3% | -135.0% | +9.3% |
| 3Y | +5.4% | +438.7% | -433.2% | -1.3% |
| All | -1.0% | +681.9% | -682.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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