+43.4%
SMH vs KMB
+11.9%
+31.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.1% | -6.9% | -1.2% |
| 7D | -11.2% | +0.4% | -11.5% | -10.9% |
| 30D | -20.4% | +14.0% | -34.5% | -16.3% |
| 3M | -12.4% | -1.3% | -11.1% | -12.2% |
| 6M | -0.5% | +16.7% | -17.2% | +4.8% |
| YTD | +40.0% | +12.0% | +28.0% | +51.0% |
| 1Y | +43.4% | +13.6% | +29.8% | +56.2% |
| All | +43.4% | +11.9% | +31.5% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling