+154.5%
SO vs KMB
+17.2%
+137.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | -0.2% | -3.0% | +2.9% | +1.3% |
| 30D | -4.6% | -5.5% | +0.9% | -2.1% |
| 3M | -3.0% | +14.0% | -17.0% | -9.3% |
| 6M | -8.3% | +4.1% | -12.3% | -10.7% |
| YTD | +3.5% | +8.0% | -4.5% | -1.3% |
| 1Y | -0.9% | -13.7% | +12.8% | +4.8% |
| 3Y | +45.4% | -5.9% | +51.3% | +45.3% |
| 5Y | +59.6% | -8.6% | +68.2% | +60.2% |
| All | +154.5% | +17.2% | +137.3% | +128.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling