+192.9%
SO vs KMB
+36.1%
+156.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.7% |
| 7D | -0.9% | -3.0% | +2.0% | +0.4% |
| 30D | +4.9% | +9.1% | -4.1% | +0.6% |
| 3M | +0.8% | -0.4% | +1.2% | +0.6% |
| 6M | +0.6% | +13.0% | -12.4% | -5.9% |
| YTD | +8.7% | +10.3% | -1.7% | +2.2% |
| 1Y | +4.0% | +8.2% | -4.3% | -1.3% |
| 3Y | +50.6% | +0.4% | +50.2% | +45.2% |
| 5Y | +77.5% | -2.7% | +80.2% | +72.0% |
| All | +192.9% | +36.1% | +156.8% | +140.7% |
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 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