+1,097.4%
SMH vs KMB
+352.3%
+745.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | +12.1% | -3.0% | +15.0% | +13.0% |
| 30D | -14.7% | +9.1% | -23.7% | -17.3% |
| 3M | -14.2% | -0.4% | -13.8% | -14.7% |
| 6M | -10.6% | +13.0% | -23.6% | -15.4% |
| YTD | +39.3% | +10.3% | +29.0% | +32.3% |
| 1Y | +41.6% | +8.2% | +33.3% | +35.2% |
| 3Y | +223.4% | +0.4% | +223.0% | +206.1% |
| 5Y | +243.5% | -2.7% | +246.2% | +224.4% |
| 10Y | +1,506.6% | +35.7% | +1,471.0% | +1,185.1% |
| All | +1,097.4% | +352.3% | +745.2% | +510.6% |
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