+7.5%
SMR vs KMB
-8.3%
+15.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -4.0% |
| 7D | +13.1% | -8.6% | +21.7% | +11.3% |
| 30D | +17.8% | -7.5% | +25.3% | +16.1% |
| 3M | +8.1% | -0.6% | +8.7% | +8.1% |
| 6M | -11.1% | -1.5% | -9.6% | -11.4% |
| YTD | -23.7% | +1.6% | -25.3% | -23.2% |
| 1Y | -69.4% | -20.8% | -48.6% | -70.3% |
| 3Y | +82.6% | -12.4% | +95.0% | +74.3% |
| All | +7.5% | -8.3% | +15.7% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling