+1,862.7%
KMB vs SU
+62,578.4%
-60,715.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.1% |
| 7D | +0.9% | +1.7% | -0.8% | +0.9% |
| 30D | +10.1% | -7.9% | +17.9% | +10.1% |
| 3M | 0.0% | +7.5% | -7.5% | 0.0% |
| 6M | +15.7% | +7.2% | +8.5% | +15.7% |
| YTD | +12.6% | +60.9% | -48.3% | +12.6% |
| 1Y | +10.1% | +63.6% | -53.5% | +10.1% |
| 3Y | +2.1% | +128.9% | -126.7% | +2.1% |
| 5Y | -0.7% | +228.3% | -228.9% | -0.7% |
| 10Y | +38.5% | +240.6% | -202.0% | +38.4% |
| All | +1,862.7% | +62,578.4% | -60,715.7% | +1,870.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling