-2.3%
KMB vs SN
+639.7%
-642.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +0.4% | +3.8% | -3.4% | +0.2% |
| 30D | +14.1% | +17.5% | -3.4% | +13.2% |
| 3M | -0.5% | +19.2% | -19.8% | -1.5% |
| 6M | +16.6% | +84.9% | -68.3% | +13.4% |
| YTD | +13.7% | +94.0% | -80.3% | +10.3% |
| 1Y | +16.1% | +151.3% | -135.3% | +12.2% |
| 3Y | +4.7% | +387.1% | -382.4% | -1.6% |
| All | -2.3% | +639.7% | -642.0% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling