-19.5%
SAP vs KMB
-14.3%
-5.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.4% |
| 7D | -2.9% | -4.2% | +1.3% | -2.2% |
| 30D | +9.0% | -6.6% | +15.6% | +10.3% |
| 3M | +14.9% | +12.6% | +2.3% | +15.2% |
| 6M | +11.9% | +2.9% | +9.0% | +12.3% |
| YTD | -9.9% | +6.8% | -16.7% | -9.3% |
| 1Y | -19.5% | -14.8% | -4.8% | -14.8% |
| All | -19.5% | -14.3% | -5.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 1y: compounded portfolio wealth divided by compounded KMB 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…
1y analysis · Full analysis span regression · 6 months rolling