+379.5%
SE vs KMB
+36.5%
+342.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.1% |
| 7D | +3.3% | +3.4% | -0.1% | +2.3% |
| 30D | -18.2% | +14.7% | -32.8% | -21.3% |
| 3M | -31.3% | +3.3% | -34.5% | -32.0% |
| 6M | -10.1% | +16.8% | -26.9% | -14.1% |
| YTD | -38.9% | +15.2% | -54.1% | -41.3% |
| 1Y | -48.0% | +13.3% | -61.3% | -49.9% |
| 3Y | +78.8% | +5.4% | +73.4% | +71.1% |
| 5Y | -77.1% | +2.7% | -79.8% | -78.2% |
| All | +379.5% | +36.5% | +342.9% | +317.1% |
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