+5,491.2%
SNPS vs KMB
+1,261.2%
+4,230.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.3% |
| 7D | -10.2% | +0.4% | -10.6% | -10.3% |
| 30D | -12.8% | +14.1% | -27.0% | -16.3% |
| 3M | +9.9% | -0.5% | +10.4% | +9.4% |
| 6M | -12.4% | +16.6% | -29.0% | -17.0% |
| YTD | -6.3% | +13.7% | -20.0% | -10.9% |
| 1Y | +7.6% | +16.1% | -8.4% | +1.6% |
| 3Y | -9.8% | +4.7% | -14.5% | -13.8% |
| 5Y | +29.2% | +1.5% | +27.7% | +23.3% |
| 10Y | +663.8% | +40.5% | +623.3% | +549.4% |
| All | +5,491.2% | +1,261.2% | +4,230.0% | +2,131.6% |
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