+2,439.8%
SAP vs KMB
+794.3%
+1,645.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | +7.5% | +10.2% | -2.8% | +3.8% |
| 3M | +11.6% | +1.5% | +10.2% | +10.9% |
| 6M | +37.6% | +16.6% | +21.0% | +30.2% |
| YTD | -2.0% | +12.1% | -14.0% | -6.3% |
| 1Y | -6.4% | +11.1% | -17.4% | -10.3% |
| 3Y | +67.7% | +1.9% | +65.8% | +61.4% |
| 5Y | +75.7% | -1.3% | +77.0% | +69.7% |
| 10Y | +229.3% | +37.8% | +191.5% | +172.8% |
| All | +2,439.8% | +794.3% | +1,645.4% | +1,333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling