+3,847.4%
ANET vs KMB
+14.6%
+3,832.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | +3.0% | -6.5% | +9.5% | +4.0% |
| 30D | -5.2% | -8.8% | +3.6% | -4.0% |
| 3M | +27.6% | -2.2% | +29.8% | +27.2% |
| 6M | +44.4% | +0.7% | +43.7% | +42.9% |
| YTD | +52.3% | +1.0% | +51.3% | +50.4% |
| 1Y | +30.4% | -20.3% | +50.7% | +34.7% |
| 3Y | +313.3% | -13.3% | +326.5% | +306.9% |
| 5Y | +810.0% | -12.9% | +823.0% | +782.2% |
| All | +3,847.4% | +14.6% | +3,832.8% | +3,459.0% |
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