+13.8%
KMB vs SONY
+286.8%
-273.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -7.7% | -5.8% | -1.9% | -7.0% |
| 30D | -8.2% | -0.4% | -7.8% | -8.2% |
| 3M | -1.9% | +13.3% | -15.2% | -3.5% |
| 6M | -0.7% | +8.5% | -9.2% | -2.0% |
| YTD | +1.4% | -8.1% | +9.5% | +2.1% |
| 1Y | -19.1% | -17.9% | -1.2% | -17.5% |
| 3Y | -12.6% | +41.4% | -54.0% | -18.3% |
| 5Y | -12.7% | +9.3% | -21.9% | -16.3% |
| All | +13.8% | +286.8% | -273.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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