-3.6%
SMR vs KMB
-2.5%
-1.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | -19.2% | +14.0% | -33.1% | -17.2% |
| 6M | -22.6% | +4.1% | -26.7% | -22.2% |
| YTD | -31.5% | +8.0% | -39.6% | -30.4% |
| 1Y | -73.1% | -13.7% | -59.3% | -73.5% |
| 3Y | +55.0% | -5.9% | +60.9% | +49.6% |
| All | -3.6% | -2.5% | -1.1% | -8.7% |
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 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