+1,237.1%
AAPL vs KMB
+12.7%
+1,224.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.0% |
| 7D | -3.0% | -8.6% | +5.6% | -0.3% |
| 30D | +2.3% | -7.5% | +9.8% | +4.7% |
| 3M | +8.6% | -0.6% | +9.3% | +8.6% |
| 6M | +21.6% | -1.5% | +23.1% | +21.6% |
| YTD | +16.3% | +1.6% | +14.7% | +14.9% |
| 1Y | +35.1% | -20.8% | +55.8% | +44.0% |
| 3Y | +79.4% | -12.4% | +91.8% | +81.6% |
| 5Y | +109.8% | -12.9% | +122.8% | +111.0% |
| 10Y | +1,237.1% | +14.7% | +1,222.4% | +1,142.4% |
| All | +1,237.1% | +12.7% | +1,224.4% | +1,142.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling