+528.8%
APP vs KMB
+1.1%
+527.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.2% | +1.6% | +4.4% |
| 7D | +79.2% | +3.4% | +75.8% | +78.4% |
| 30D | +48.0% | +14.7% | +33.3% | +46.0% |
| 3M | +18.2% | +3.3% | +14.9% | +17.5% |
| 6M | -12.5% | +16.8% | -29.3% | -13.2% |
| YTD | -39.2% | +15.2% | -54.4% | -39.6% |
| 1Y | -33.9% | +13.3% | -47.2% | -34.3% |
| 3Y | +933.3% | +5.4% | +927.8% | +890.1% |
| 5Y | +295.9% | +2.7% | +293.2% | +274.7% |
| All | +528.8% | +1.1% | +527.8% | +501.8% |
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