+177.0%
SAP vs KMB
+17.2%
+159.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -2.9% | -3.0% | +0.1% | -2.1% |
| 30D | +9.0% | -5.5% | +14.5% | +10.6% |
| 3M | +14.9% | +14.0% | +1.0% | +11.2% |
| 6M | +11.9% | +4.1% | +7.8% | +10.7% |
| YTD | -9.9% | +8.0% | -18.0% | -11.9% |
| 1Y | -19.5% | -13.7% | -5.8% | -16.8% |
| 3Y | +61.8% | -5.9% | +67.8% | +60.1% |
| 5Y | +56.2% | -8.6% | +64.8% | +54.8% |
| All | +177.0% | +17.2% | +159.8% | +169.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling