+13.8%
KMB vs SRE
+124.1%
-110.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -7.7% | -0.7% | -7.0% | -7.5% |
| 30D | -8.2% | -1.7% | -6.5% | -7.9% |
| 3M | -1.9% | -7.1% | +5.2% | -0.2% |
| 6M | -0.7% | -8.4% | +7.7% | +1.3% |
| YTD | +1.4% | -3.5% | +4.9% | +1.9% |
| 1Y | -19.1% | +5.4% | -24.5% | -20.7% |
| 3Y | -12.6% | +29.5% | -42.1% | -20.6% |
| 5Y | -12.7% | +48.3% | -61.0% | -24.4% |
| All | +13.8% | +124.1% | -110.2% | -13.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling