+214.8%
SAP vs KMB
+36.7%
+178.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.6% |
| 7D | -0.7% | +0.5% | -1.1% | -0.8% |
| 30D | +11.1% | +12.4% | -1.3% | +7.7% |
| 3M | +17.0% | +1.0% | +16.1% | +16.6% |
| 6M | +34.8% | +12.1% | +22.7% | +30.8% |
| YTD | -2.2% | +11.6% | -13.8% | -5.2% |
| 1Y | -6.4% | +13.1% | -19.6% | -9.7% |
| 3Y | +75.1% | +1.6% | +73.6% | +69.3% |
| 5Y | +69.8% | -0.3% | +70.1% | +64.0% |
| All | +214.8% | +36.7% | +178.1% | +181.1% |
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