+16.9%
KMB vs SW
+147.8%
-130.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -3.0% | -5.1% | +2.1% | -2.8% |
| 30D | -5.5% | -4.6% | -0.9% | -5.3% |
| 3M | +14.0% | +9.4% | +4.6% | +13.5% |
| 6M | +4.1% | +3.5% | +0.6% | +3.8% |
| YTD | +8.0% | +22.0% | -14.0% | +7.1% |
| 1Y | -13.7% | +2.2% | -16.0% | -14.1% |
| 3Y | -5.9% | +19.6% | -25.5% | -7.2% |
| 5Y | -8.6% | -2.3% | -6.3% | -9.8% |
| All | +16.9% | +147.8% | -130.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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