-8.0%
KMB vs SW
-2.3%
-5.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -3.0% | -5.1% | +2.1% | -2.9% |
| 30D | -5.5% | -4.6% | -0.9% | -5.3% |
| 3M | +14.0% | +9.4% | +4.6% | +13.7% |
| 6M | +4.1% | +3.5% | +0.6% | +3.8% |
| YTD | +8.0% | +22.0% | -14.0% | +7.6% |
| 1Y | -13.7% | +2.2% | -16.0% | -14.1% |
| 3Y | -5.9% | +19.6% | -25.5% | -6.4% |
| All | -8.0% | -2.3% | -5.7% | -9.6% |
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