+391.7%
APP vs KMB
-5.2%
+396.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.3% |
| 7D | +0.9% | -3.0% | +3.9% | +1.1% |
| 30D | -23.3% | -5.5% | -17.8% | -23.0% |
| 3M | -42.6% | +14.0% | -56.6% | -42.7% |
| 6M | -33.6% | +4.1% | -37.7% | -33.5% |
| YTD | -52.4% | +8.0% | -60.5% | -52.4% |
| 1Y | -35.9% | -13.7% | -22.1% | -34.8% |
| 3Y | +642.2% | -5.9% | +648.2% | +627.0% |
| 5Y | +311.1% | -8.6% | +319.7% | +293.8% |
| All | +391.7% | -5.2% | +396.9% | +374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling