+250.6%
SMH vs KMB
-1.6%
+252.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +4.6% |
| 7D | +0.5% | +0.1% | +0.5% | +0.6% |
| 30D | -14.2% | +10.2% | -24.4% | -13.4% |
| 3M | -11.5% | +1.5% | -13.0% | -11.2% |
| 6M | -12.0% | +16.6% | -28.7% | -11.3% |
| YTD | +40.8% | +12.1% | +28.7% | +42.0% |
| 1Y | +44.9% | +11.1% | +33.8% | +46.1% |
| 3Y | +226.7% | +1.9% | +224.8% | +219.8% |
| 5Y | +250.6% | -1.3% | +251.9% | +232.6% |
| All | +250.6% | -1.6% | +252.2% | +232.6% |
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