+1.9%
KMB vs SW
+42.5%
-40.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | +0.1% | +3.8% |
| 7D | +0.4% | +12.1% | -11.7% | -0.7% |
| 30D | +14.0% | +6.6% | +7.5% | +13.3% |
| 3M | -1.3% | -6.0% | +4.7% | -0.9% |
| 6M | +16.7% | +21.5% | -4.8% | +15.1% |
| YTD | +12.0% | +20.3% | -8.3% | +10.7% |
| 1Y | +13.6% | +28.1% | -14.5% | +12.2% |
| All | +1.9% | +42.5% | -40.6% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling