+1,782.5%
KMB vs SU
+60,256.6%
-58,474.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -3.0% | +3.6% | -6.6% | -3.0% |
| 30D | -5.5% | +7.9% | -13.3% | -5.5% |
| 3M | +14.0% | +3.5% | +10.5% | +14.0% |
| 6M | +4.1% | +19.0% | -14.9% | +4.1% |
| YTD | +8.0% | +55.0% | -46.9% | +8.0% |
| 1Y | -13.7% | +71.2% | -84.9% | -13.8% |
| 3Y | -5.9% | +117.4% | -123.4% | -6.0% |
| 5Y | -8.6% | +335.2% | -343.8% | -8.7% |
| 10Y | +17.3% | +248.7% | -231.5% | +17.2% |
| All | +1,782.5% | +60,256.6% | -58,474.1% | +1,789.9% |
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