-13.0%
KMB vs SU
+120.3%
-133.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.7% | +1.7% | -9.3% | -7.6% |
| 30D | -8.2% | +9.6% | -17.8% | -7.7% |
| 3M | -1.9% | +11.7% | -13.6% | -1.2% |
| 6M | -0.7% | +21.9% | -22.6% | -0.2% |
| YTD | +1.4% | +58.6% | -57.3% | +1.6% |
| 1Y | -19.1% | +66.5% | -85.7% | -19.0% |
| All | -13.0% | +120.3% | -133.2% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling