+1,111.0%
AMAT vs KMB
+39.3%
+1,071.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.5% | -15.1% | -13.8% |
| 7D | -24.3% | +0.4% | -24.7% | -24.4% |
| 30D | -39.8% | +14.1% | -53.9% | -41.4% |
| 3M | -40.2% | -0.5% | -39.7% | -40.3% |
| 6M | -22.1% | +16.6% | -38.7% | -25.7% |
| YTD | +24.7% | +13.7% | +11.0% | +19.4% |
| 1Y | +33.3% | +16.1% | +17.2% | +26.8% |
| 3Y | +133.9% | +4.7% | +129.2% | +119.5% |
| 5Y | +117.1% | +1.5% | +115.5% | +102.8% |
| All | +1,111.0% | +39.3% | +1,071.7% | +866.7% |
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