+273.5%
SHW vs KMB
+15.0%
+258.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.5% | -7.7% | +3.2% | -1.4% |
| 30D | -12.7% | -8.2% | -4.5% | -9.6% |
| 3M | +4.7% | -1.9% | +6.6% | +5.6% |
| 6M | -3.4% | -0.7% | -2.8% | -3.2% |
| YTD | -1.3% | +1.4% | -2.7% | -2.1% |
| 1Y | -10.4% | -19.1% | +8.8% | -3.4% |
| 3Y | +20.1% | -12.6% | +32.7% | +23.6% |
| 5Y | +10.5% | -12.7% | +23.1% | +12.9% |
| All | +273.5% | +15.0% | +258.5% | +253.0% |
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