+6,268.1%
SO vs KMB
+1,887.9%
+4,380.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.5% |
| 7D | -1.5% | +0.5% | -1.9% | -1.6% |
| 30D | +8.1% | +12.4% | -4.3% | +4.4% |
| 3M | +0.2% | +1.0% | -0.8% | -0.3% |
| 6M | +0.4% | +12.1% | -11.8% | -3.3% |
| YTD | +8.5% | +11.6% | -3.1% | +4.4% |
| 1Y | +4.9% | +13.1% | -8.2% | +0.6% |
| 3Y | +47.9% | +1.6% | +46.3% | +45.3% |
| 5Y | +75.7% | -0.3% | +76.0% | +73.0% |
| 10Y | +178.0% | +37.9% | +140.1% | +152.4% |
| All | +6,268.1% | +1,887.9% | +4,380.2% | +3,314.1% |
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