+1,162.1%
AMAT vs KMB
+36.7%
+1,125.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.1% | +4.5% |
| 7D | -14.7% | +0.5% | -15.2% | -14.9% |
| 30D | -36.1% | +12.4% | -48.5% | -37.6% |
| 3M | -36.9% | +1.0% | -37.8% | -37.2% |
| 6M | -22.2% | +12.1% | -34.3% | -25.1% |
| YTD | +29.9% | +11.6% | +18.3% | +24.8% |
| 1Y | +43.3% | +13.1% | +30.2% | +37.0% |
| 3Y | +142.7% | +1.6% | +141.1% | +129.5% |
| 5Y | +126.2% | -0.3% | +126.5% | +111.9% |
| All | +1,162.1% | +36.7% | +1,125.4% | +910.3% |
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