+22,814.2%
SYK vs KMB
+1,787.1%
+21,027.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.9% | -6.9% | -8.1% |
| 7D | -12.9% | -2.7% | -10.2% | -12.0% |
| 30D | -18.5% | -5.0% | -13.4% | -16.9% |
| 3M | -8.1% | +6.6% | -14.6% | -10.2% |
| 6M | -23.8% | +1.0% | -24.7% | -24.1% |
| YTD | -20.9% | +6.0% | -26.9% | -22.8% |
| 1Y | -29.0% | -16.6% | -12.3% | -24.9% |
| 3Y | -1.7% | -8.6% | +6.9% | -0.7% |
| 5Y | +4.0% | -10.9% | +14.8% | +5.1% |
| 10Y | +168.8% | +16.8% | +151.9% | +140.2% |
| All | +22,814.2% | +1,787.1% | +21,027.1% | +6,489.9% |
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