-22.3%
SYK vs KMB
-14.3%
-8.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.8% |
| 7D | -8.3% | -4.2% | -4.1% | -7.3% |
| 30D | -10.1% | -6.6% | -3.5% | -8.4% |
| 3M | +0.9% | +12.6% | -11.7% | -1.0% |
| 6M | -20.2% | +2.9% | -23.0% | -21.0% |
| YTD | -13.3% | +6.8% | -20.1% | -14.3% |
| 1Y | -22.3% | -14.8% | -7.6% | -19.8% |
| All | -22.3% | -14.3% | -8.0% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling