+356.5%
SHW vs KMB
+41.7%
+314.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +2.7% |
| 7D | +1.6% | +3.4% | -1.8% | +0.2% |
| 30D | +12.1% | +14.7% | -2.6% | +6.0% |
| 3M | -3.0% | +3.3% | -6.2% | -4.3% |
| 6M | +13.5% | +16.8% | -3.3% | +6.6% |
| YTD | +11.2% | +15.2% | -4.0% | +4.8% |
| 1Y | +6.2% | +13.3% | -7.1% | +0.7% |
| 3Y | +45.6% | +5.4% | +40.2% | +38.8% |
| 5Y | +15.6% | +2.7% | +12.9% | +10.7% |
| 10Y | +356.5% | +38.7% | +317.8% | +306.8% |
| All | +356.5% | +41.7% | +314.7% | +306.8% |
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