+67.4%
SAP vs KMB
+3.8%
+63.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | +1.5% | +6.0% | -4.5% | +0.7% |
| 30D | +8.8% | +13.5% | -4.7% | +7.2% |
| 3M | +12.1% | +3.8% | +8.3% | +11.4% |
| 6M | +34.6% | +15.6% | +19.0% | +33.6% |
| YTD | -2.1% | +14.0% | -16.1% | -2.6% |
| 1Y | -5.5% | +12.9% | -18.5% | -6.1% |
| 3Y | +67.4% | +3.7% | +63.7% | +66.3% |
| All | +67.4% | +3.8% | +63.6% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling