+63.9%
SMR vs KMB
-5.6%
+69.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.8% |
| 7D | +4.4% | -3.0% | +7.5% | +3.8% |
| 30D | +3.4% | -5.5% | +8.9% | +2.1% |
| 3M | -19.2% | +14.0% | -33.1% | -16.9% |
| 6M | -22.6% | +4.1% | -26.7% | -22.2% |
| YTD | -31.5% | +8.0% | -39.6% | -30.2% |
| 1Y | -73.1% | -13.7% | -59.3% | -73.6% |
| All | +63.9% | -5.6% | +69.5% | +34.1% |
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