+446.2%
APP vs KMB
-0.3%
+446.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.5% | +29.5% | +30.9% |
| 7D | +39.7% | +0.4% | +39.3% | +39.6% |
| 30D | +27.7% | +14.1% | +13.6% | +26.1% |
| 3M | -14.8% | -0.5% | -14.2% | -14.9% |
| 6M | -25.5% | +16.6% | -42.1% | -26.0% |
| YTD | -47.2% | +13.7% | -60.9% | -47.4% |
| 1Y | -42.3% | +16.1% | -58.3% | -42.7% |
| 3Y | +806.8% | +4.7% | +802.1% | +769.0% |
| 5Y | +261.6% | +1.5% | +260.1% | +242.9% |
| All | +446.2% | -0.3% | +446.4% | +423.7% |
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