+298.1%
APP vs KMB
-0.7%
+298.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.8% | +3.6% |
| 7D | +4.6% | +0.9% | +3.6% | +4.5% |
| 30D | +56.0% | +10.1% | +46.0% | +54.4% |
| 3M | +30.8% | 0.0% | +30.8% | +30.5% |
| 6M | -9.8% | +15.7% | -25.5% | -10.5% |
| YTD | -39.3% | +12.6% | -51.9% | -39.7% |
| 1Y | -26.4% | +10.1% | -36.6% | -26.8% |
| 3Y | +887.9% | +2.1% | +885.8% | +840.0% |
| All | +298.1% | -0.7% | +298.7% | +259.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling