+70.3%
SE vs KMB
+2.8%
+67.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.4% |
| 7D | +2.0% | +0.5% | +1.6% | +1.9% |
| 30D | -20.0% | +12.4% | -32.4% | -21.8% |
| 3M | -31.8% | +1.0% | -32.8% | -32.0% |
| 6M | -15.9% | +12.1% | -28.0% | -17.4% |
| YTD | -40.6% | +11.6% | -52.3% | -41.3% |
| 1Y | -50.7% | +13.1% | -63.8% | -51.3% |
| 3Y | +70.3% | +1.6% | +68.7% | +55.3% |
| All | +70.3% | +2.8% | +67.5% | +55.3% |
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