+1,253.2%
SMH vs KMB
+342.8%
+910.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.1% |
| 7D | +2.5% | -3.0% | +5.6% | +3.5% |
| 30D | -0.5% | -5.5% | +5.0% | +1.2% |
| 3M | -9.6% | +14.0% | -23.6% | -14.3% |
| 6M | +42.1% | +4.1% | +38.0% | +38.7% |
| YTD | +57.4% | +8.0% | +49.4% | +51.4% |
| 1Y | +96.2% | -13.7% | +110.0% | +101.9% |
| 3Y | +267.9% | -5.9% | +273.9% | +258.2% |
| 5Y | +327.7% | -8.6% | +336.3% | +315.0% |
| 10Y | +1,764.6% | +17.3% | +1,747.4% | +1,489.0% |
| All | +1,253.2% | +342.8% | +910.4% | +598.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling