+500.0%
APP vs KMB
-2.1%
+502.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +10.1% |
| 7D | +71.2% | +0.5% | +70.8% | +71.1% |
| 30D | +39.1% | +12.4% | +26.7% | +37.6% |
| 3M | +16.5% | +1.0% | +15.6% | +16.2% |
| 6M | -16.6% | +12.1% | -28.7% | -16.9% |
| YTD | -41.9% | +11.6% | -53.6% | -42.2% |
| 1Y | -37.0% | +13.1% | -50.1% | -37.4% |
| 3Y | +892.4% | +1.6% | +890.9% | +856.0% |
| 5Y | +297.3% | -0.3% | +297.6% | +277.4% |
| All | +500.0% | -2.1% | +502.1% | +476.4% |
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