+174.6%
ARM vs KMB
-2.0%
+176.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.6% | +4.2% |
| 7D | -15.2% | +0.5% | -15.7% | -14.9% |
| 30D | -40.7% | +12.4% | -53.1% | -38.9% |
| 3M | -39.1% | +1.0% | -40.1% | -38.5% |
| 6M | -26.4% | +12.1% | -38.6% | -23.9% |
| YTD | +59.7% | +11.6% | +48.1% | +64.8% |
| 1Y | +10.3% | +13.1% | -2.8% | +14.3% |
| 3Y | +228.9% | +1.6% | +227.3% | +235.0% |
| All | +174.6% | -2.0% | +176.6% | +187.1% |
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