+1,782.5%
KMB vs SONY
+543.6%
+1,238.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -3.0% | -1.2% | -1.9% | -2.9% |
| 30D | -5.5% | +9.4% | -14.9% | -6.5% |
| 3M | +14.0% | +10.5% | +3.5% | +12.5% |
| 6M | +4.1% | +11.7% | -7.6% | +2.5% |
| YTD | +8.0% | -4.1% | +12.1% | +8.2% |
| 1Y | -13.7% | -11.8% | -2.0% | -12.9% |
| 3Y | -5.9% | +45.9% | -51.8% | -11.6% |
| 5Y | -8.6% | +16.3% | -24.9% | -12.6% |
| 10Y | +17.3% | +297.6% | -280.3% | -5.3% |
| All | +1,782.5% | +543.6% | +1,238.9% | +1,137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling