+365.7%
SE vs KMB
+32.3%
+333.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.6% |
| 7D | +2.0% | +0.5% | +1.6% | +1.8% |
| 30D | -20.0% | +12.4% | -32.4% | -22.7% |
| 3M | -31.8% | +1.0% | -32.8% | -32.1% |
| 6M | -15.9% | +12.1% | -28.0% | -18.8% |
| YTD | -40.6% | +11.6% | -52.3% | -42.5% |
| 1Y | -50.7% | +13.1% | -63.8% | -52.4% |
| 3Y | +70.3% | +1.6% | +68.7% | +64.6% |
| 5Y | -78.8% | -0.3% | -78.5% | -79.7% |
| All | +365.7% | +32.3% | +333.5% | +308.5% |
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 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