+338.0%
SMH vs KMB
-14.2%
+352.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | -0.2% |
| 7D | +4.3% | -8.6% | +12.9% | +3.7% |
| 30D | +0.9% | -7.5% | +8.4% | +0.3% |
| 3M | -2.8% | -0.6% | -2.2% | -3.1% |
| 6M | +45.6% | -1.5% | +47.2% | +45.3% |
| YTD | +59.5% | +1.6% | +57.9% | +59.4% |
| 1Y | +93.4% | -20.8% | +114.2% | +93.8% |
| 3Y | +287.1% | -12.4% | +299.5% | +280.4% |
| 5Y | +338.0% | -12.9% | +351.0% | +312.3% |
| All | +338.0% | -14.2% | +352.2% | +312.3% |
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