+186.8%
SO vs KMB
+41.7%
+145.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | -0.2% |
| 7D | -1.1% | +3.4% | -4.5% | -2.7% |
| 30D | +8.6% | +14.7% | -6.1% | +1.6% |
| 3M | +1.8% | +3.3% | -1.5% | -0.1% |
| 6M | +3.6% | +16.8% | -13.2% | -4.5% |
| YTD | +9.9% | +15.2% | -5.3% | +1.4% |
| 1Y | +5.7% | +13.3% | -7.6% | -1.7% |
| 3Y | +52.5% | +5.4% | +47.1% | +43.7% |
| 5Y | +77.3% | +2.7% | +74.6% | +67.4% |
| 10Y | +186.8% | +38.7% | +148.1% | +132.2% |
| All | +186.8% | +41.7% | +145.1% | +132.2% |
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