+11.1%
KMB vs SRE
-13.4%
+24.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.1% | -5.6% | +5.7% | +1.0% |
| 30D | +10.2% | -4.5% | +14.7% | +10.9% |
| 3M | +1.5% | -7.7% | +9.2% | +2.5% |
| 6M | +16.6% | -14.4% | +31.1% | +19.7% |
| YTD | +12.1% | -9.4% | +21.5% | +12.7% |
| 1Y | +11.1% | -13.8% | +24.9% | +13.6% |
| All | +11.1% | -13.4% | +24.5% | +13.6% |
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