+222.9%
SAP vs KMB
+41.7%
+181.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.8% |
| 7D | +1.6% | +3.4% | -1.8% | +0.7% |
| 30D | +10.5% | +14.7% | -4.2% | +6.5% |
| 3M | +15.2% | +3.3% | +11.9% | +14.0% |
| 6M | +36.7% | +16.8% | +19.9% | +31.2% |
| YTD | -0.6% | +15.2% | -15.8% | -4.5% |
| 1Y | -4.1% | +13.3% | -17.4% | -7.5% |
| 3Y | +73.2% | +5.4% | +67.8% | +65.7% |
| 5Y | +74.1% | +2.7% | +71.4% | +66.7% |
| 10Y | +222.9% | +38.7% | +184.3% | +187.1% |
| All | +222.9% | +41.7% | +181.2% | +187.1% |
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