+249.6%
ALAB vs KMB
-0.6%
+250.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.2% | +10.5% | +15.6% |
| 7D | -5.6% | +3.4% | -9.0% | -3.5% |
| 30D | -36.6% | +14.7% | -51.3% | -31.0% |
| 3M | -35.1% | +3.3% | -38.4% | -33.1% |
| 6M | +8.5% | +16.8% | -8.3% | +20.6% |
| YTD | +30.4% | +15.2% | +15.1% | +44.6% |
| 1Y | +31.0% | +13.3% | +17.7% | +44.5% |
| All | +249.6% | -0.6% | +250.2% | +259.4% |
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