+1,822.5%
KMB vs SYY
+4,272.5%
-2,450.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -3.0% | +1.3% | -4.3% | -3.3% |
| 30D | +9.1% | -3.5% | +12.6% | +10.1% |
| 3M | -0.4% | -9.3% | +8.9% | +2.1% |
| 6M | +13.0% | +5.9% | +7.1% | +11.2% |
| YTD | +10.3% | +6.5% | +3.9% | +7.8% |
| 1Y | +8.2% | +4.0% | +4.2% | +6.3% |
| 3Y | +0.4% | +23.0% | -22.6% | -6.1% |
| 5Y | -2.7% | +14.3% | -17.0% | -8.3% |
| 10Y | +35.7% | +85.8% | -50.2% | +3.0% |
| All | +1,822.5% | +4,272.5% | -2,450.0% | +447.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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