-50.7%
SE vs KMB
+13.8%
-64.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.7% |
| 7D | +2.0% | +0.5% | +1.6% | +1.7% |
| 30D | -20.0% | +12.4% | -32.4% | -24.0% |
| 3M | -31.8% | +1.0% | -32.8% | -32.3% |
| 6M | -15.9% | +12.1% | -28.0% | -20.1% |
| YTD | -40.6% | +11.6% | -52.3% | -38.9% |
| 1Y | -50.7% | +13.1% | -63.8% | -48.5% |
| All | -50.7% | +13.8% | -64.5% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling