-3.7%
KMB vs SN
+673.1%
-676.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +0.1% | +3.5% | -3.4% | -0.1% |
| 30D | +10.2% | +19.4% | -9.2% | +9.1% |
| 3M | +1.5% | +20.9% | -19.4% | +0.4% |
| 6M | +16.6% | +111.1% | -94.5% | +12.9% |
| YTD | +12.1% | +102.8% | -90.7% | +8.4% |
| 1Y | +11.1% | +146.2% | -135.1% | +7.2% |
| 3Y | +1.9% | +441.4% | -439.5% | -4.6% |
| All | -3.7% | +673.1% | -676.8% | -10.0% |
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