+513.7%
KMB vs SRE
+1,525.5%
-1,011.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.0% | -0.3% | -2.7% | -3.0% |
| 30D | -5.5% | -0.7% | -4.7% | -5.4% |
| 3M | +14.0% | -6.3% | +20.3% | +15.7% |
| 6M | +4.1% | -10.7% | +14.7% | +6.8% |
| YTD | +8.0% | -3.5% | +11.5% | +8.6% |
| 1Y | -13.7% | +5.3% | -19.0% | -15.4% |
| 3Y | -5.9% | +31.8% | -37.7% | -14.3% |
| 5Y | -8.6% | +47.4% | -56.0% | -19.8% |
| 10Y | +17.3% | +120.6% | -103.3% | -10.1% |
| All | +513.7% | +1,525.5% | -1,011.8% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling