+37.8%
KMB vs SRE
+120.6%
-82.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.1% | -5.6% | +5.7% | +1.5% |
| 30D | +10.2% | -4.5% | +14.7% | +11.4% |
| 3M | +1.5% | -7.7% | +9.2% | +3.4% |
| 6M | +16.6% | -14.4% | +31.1% | +21.1% |
| YTD | +12.1% | -9.4% | +21.5% | +14.4% |
| 1Y | +11.1% | -13.8% | +24.9% | +14.8% |
| 3Y | +1.9% | +22.2% | -20.2% | -6.1% |
| 5Y | -1.3% | +50.5% | -51.7% | -15.1% |
| 10Y | +37.8% | +124.1% | -86.3% | +4.4% |
| All | +37.8% | +120.6% | -82.8% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling