-12.9%
KMB vs SONY
+9.8%
-22.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | -8.6% | -4.9% | -3.7% | -8.3% |
| 30D | -7.5% | -1.6% | -5.9% | -7.4% |
| 3M | -0.6% | +10.0% | -10.6% | -1.4% |
| 6M | -1.5% | +8.4% | -10.0% | -2.3% |
| YTD | +1.6% | -8.4% | +10.0% | +1.8% |
| 1Y | -20.8% | -18.4% | -2.4% | -20.1% |
| 3Y | -12.4% | +41.0% | -53.4% | -15.4% |
| 5Y | -12.9% | +9.3% | -22.2% | -17.7% |
| All | -12.9% | +9.8% | -22.7% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling