+13.5%
KMB vs SU
+267.2%
-253.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.5% | +2.2% | -8.7% | -6.6% |
| 30D | -8.8% | +8.4% | -17.3% | -9.1% |
| 3M | -2.2% | +12.1% | -14.3% | -2.7% |
| 6M | +0.7% | +19.7% | -19.0% | -0.3% |
| YTD | +1.0% | +58.4% | -57.4% | -1.3% |
| 1Y | -20.3% | +67.2% | -87.5% | -22.4% |
| 3Y | -13.3% | +125.0% | -138.3% | -17.2% |
| 5Y | -12.9% | +355.1% | -368.0% | -21.6% |
| All | +13.5% | +267.2% | -253.8% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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