+224.0%
SAP vs KMB
+38.4%
+185.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +1.5% | +6.0% | -4.5% | -0.1% |
| 30D | +8.8% | +13.5% | -4.7% | +5.2% |
| 3M | +12.1% | +3.8% | +8.3% | +10.8% |
| 6M | +34.6% | +15.6% | +19.0% | +29.5% |
| YTD | -2.1% | +14.0% | -16.1% | -5.7% |
| 1Y | -5.5% | +12.9% | -18.5% | -8.8% |
| 3Y | +67.4% | +3.7% | +63.7% | +61.0% |
| 5Y | +74.6% | -0.1% | +74.6% | +68.6% |
| 10Y | +224.0% | +41.1% | +182.9% | +187.2% |
| All | +224.0% | +38.4% | +185.7% | +187.2% |
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