+1,109.9%
SMH vs KMB
+359.3%
+750.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +5.3% |
| 7D | +0.5% | +0.1% | +0.5% | +0.4% |
| 30D | -14.2% | +10.2% | -24.4% | -17.1% |
| 3M | -11.5% | +1.5% | -13.0% | -12.5% |
| 6M | -12.0% | +16.6% | -28.7% | -17.6% |
| YTD | +40.8% | +12.1% | +28.7% | +33.1% |
| 1Y | +44.9% | +11.1% | +33.8% | +37.3% |
| 3Y | +226.7% | +1.9% | +224.8% | +207.9% |
| 5Y | +250.6% | -1.3% | +251.9% | +229.7% |
| 10Y | +1,523.4% | +37.8% | +1,485.6% | +1,192.6% |
| All | +1,109.9% | +359.3% | +750.6% | +514.2% |
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 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