+1.5%
KMB vs SW
-1.6%
+3.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | +0.4% | +4.7% | -4.3% | +0.2% |
| 30D | +14.1% | +5.0% | +9.1% | +13.9% |
| 3M | -0.5% | -7.3% | +6.8% | -0.3% |
| 6M | +16.6% | +15.0% | +1.6% | +16.1% |
| YTD | +13.7% | +18.5% | -4.8% | +13.2% |
| 1Y | +16.1% | +27.1% | -11.1% | +15.5% |
| 3Y | +4.7% | +49.3% | -44.6% | +4.4% |
| 5Y | +1.5% | -1.6% | +3.2% | -0.9% |
| All | +1.5% | -1.6% | +3.2% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling