-14.8%
KMB vs SRE
+4.7%
-19.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.7% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -6.6% | -0.7% | -5.9% | -6.6% |
| 3M | +12.6% | -6.3% | +18.9% | +13.7% |
| 6M | +2.9% | -10.7% | +13.5% | +4.3% |
| YTD | +6.8% | -3.5% | +10.2% | +7.0% |
| 1Y | -14.8% | +5.3% | -20.1% | -14.8% |
| All | -14.8% | +4.7% | -19.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling