+59.8%
SO vs KMB
-8.4%
+68.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | -0.2% | -3.0% | +2.9% | +1.0% |
| 30D | -4.6% | -5.5% | +0.9% | -2.6% |
| 3M | -3.0% | +14.0% | -17.0% | -8.1% |
| 6M | -8.3% | +4.1% | -12.3% | -10.1% |
| YTD | +3.5% | +8.0% | -4.5% | -0.4% |
| 1Y | -0.9% | -13.7% | +12.8% | +4.4% |
| 3Y | +45.4% | -5.9% | +51.3% | +45.7% |
| All | +59.8% | -8.4% | +68.2% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling