+44.9%
SMH vs KMB
+10.7%
+34.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +4.2% |
| 7D | +0.5% | +0.1% | +0.5% | +0.6% |
| 30D | -14.2% | +10.2% | -24.4% | -10.8% |
| 3M | -11.5% | +1.5% | -13.0% | -10.3% |
| 6M | -12.0% | +16.6% | -28.7% | -7.5% |
| YTD | +40.8% | +12.1% | +28.7% | +52.1% |
| 1Y | +44.9% | +11.1% | +33.8% | +56.0% |
| All | +44.9% | +10.7% | +34.2% | +56.0% |
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 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