+11.1%
SMR vs KMB
-4.3%
+15.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.9% | +17.2% | +14.9% |
| 7D | +21.4% | -2.7% | +24.1% | +20.8% |
| 30D | +13.8% | -5.0% | +18.9% | +12.8% |
| 3M | +3.9% | +6.6% | -2.7% | +5.2% |
| 6M | -4.2% | +1.0% | -5.2% | -4.1% |
| YTD | -21.1% | +6.0% | -27.1% | -20.0% |
| 1Y | -67.1% | -16.6% | -50.4% | -67.8% |
| 3Y | +88.9% | -8.6% | +97.5% | +81.6% |
| All | +11.1% | -4.3% | +15.5% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling