+149.8%
SMR vs KMB
+3.8%
+146.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -4.3% |
| 7D | -2.8% | +6.0% | -8.8% | -1.2% |
| 30D | -27.5% | +13.5% | -41.0% | -25.0% |
| 3M | -43.1% | +3.8% | -46.9% | -42.5% |
| 6M | -58.4% | +15.6% | -74.0% | -56.4% |
| YTD | -63.2% | +14.0% | -77.2% | -61.6% |
| 1Y | -81.6% | +12.9% | -94.6% | -80.9% |
| 3Y | +149.8% | +3.7% | +146.0% | +123.7% |
| All | +149.8% | +3.8% | +146.0% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling