+56.4%
SAP vs KMB
-8.4%
+64.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.9% | -3.0% | +0.1% | -2.3% |
| 30D | +9.0% | -5.5% | +14.5% | +10.2% |
| 3M | +14.9% | +14.0% | +1.0% | +12.8% |
| 6M | +11.9% | +4.1% | +7.8% | +11.3% |
| YTD | -9.9% | +8.0% | -18.0% | -11.0% |
| 1Y | -19.5% | -13.7% | -5.8% | -17.4% |
| 3Y | +61.8% | -5.9% | +67.8% | +59.0% |
| All | +56.4% | -8.4% | +64.7% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling