+14.1%
KMB vs SRE
+126.8%
-112.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -8.6% | +1.5% | -10.1% | -9.0% |
| 30D | -7.5% | +0.8% | -8.4% | -7.8% |
| 3M | -0.6% | -5.8% | +5.1% | +0.7% |
| 6M | -1.5% | -7.8% | +6.3% | +0.2% |
| YTD | +1.6% | -2.4% | +4.0% | +1.8% |
| 1Y | -20.8% | +8.9% | -29.7% | -23.0% |
| 3Y | -12.4% | +31.1% | -43.5% | -20.7% |
| 5Y | -12.9% | +48.6% | -61.5% | -24.6% |
| All | +14.1% | +126.8% | -112.7% | -13.1% |
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