+12.2%
SHW vs KMB
-0.3%
+12.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.6% |
| 7D | +3.5% | +0.5% | +3.0% | +3.3% |
| 30D | +9.2% | +12.4% | -3.1% | +4.0% |
| 3M | -5.1% | +1.0% | -6.1% | -5.6% |
| 6M | +6.8% | +12.1% | -5.3% | +1.9% |
| YTD | +7.0% | +11.6% | -4.7% | +2.0% |
| 1Y | +4.1% | +13.1% | -9.0% | -1.3% |
| 3Y | +41.1% | +1.6% | +39.5% | +33.9% |
| All | +12.2% | -0.3% | +12.5% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling