-29.8%
SYK vs KMB
-19.3%
-10.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -12.3% | -7.7% | -4.7% | -10.3% |
| 30D | -22.4% | -8.2% | -14.2% | -20.5% |
| 3M | -12.3% | -1.9% | -10.5% | -11.3% |
| 6M | -24.3% | -0.7% | -23.6% | -24.0% |
| YTD | -22.8% | +1.4% | -24.1% | -22.4% |
| All | -29.8% | -19.3% | -10.6% | -27.5% |
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