-17.1%
SLB vs KMB
+36.7%
-53.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | -7.1% | +0.5% | -7.6% | -7.2% |
| 30D | +4.1% | +12.4% | -8.3% | +2.2% |
| 3M | -2.6% | +1.0% | -3.6% | -3.0% |
| 6M | -8.6% | +12.1% | -20.7% | -10.5% |
| YTD | +32.2% | +11.6% | +20.6% | +29.4% |
| 1Y | +40.7% | +13.1% | +27.5% | +37.4% |
| 3Y | -4.5% | +1.6% | -6.1% | -6.3% |
| 5Y | +66.4% | -0.3% | +66.7% | +61.4% |
| All | -17.1% | +36.7% | -53.9% | -23.4% |
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 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