+4,901.1%
SNPS vs KMB
+1,193.4%
+3,707.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.9% |
| 7D | -11.0% | -3.0% | -8.0% | -10.2% |
| 30D | -1.7% | -5.5% | +3.7% | -0.2% |
| 3M | -20.4% | +14.0% | -34.3% | -23.6% |
| 6M | -8.6% | +4.1% | -12.7% | -10.2% |
| YTD | -16.2% | +8.0% | -24.2% | -18.8% |
| 1Y | -34.6% | -13.7% | -20.8% | -32.4% |
| 3Y | -14.5% | -5.9% | -8.5% | -15.3% |
| 5Y | +17.0% | -8.6% | +25.6% | +15.7% |
| 10Y | +560.0% | +17.3% | +542.8% | +494.4% |
| All | +4,901.1% | +1,193.4% | +3,707.7% | +1,935.0% |
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