+199.6%
ARM vs KMB
-1.1%
+200.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.7% | -4.1% |
| 7D | +9.1% | +0.9% | +8.2% | +9.4% |
| 30D | -19.9% | +10.1% | -30.0% | -17.9% |
| 3M | -31.6% | 0.0% | -31.7% | -31.0% |
| 6M | -13.9% | +15.7% | -29.6% | -10.5% |
| YTD | +74.3% | +12.6% | +61.7% | +80.3% |
| 1Y | +35.8% | +10.1% | +25.7% | +39.7% |
| 3Y | +268.6% | +2.1% | +266.5% | +277.1% |
| All | +199.6% | -1.1% | +200.8% | +214.1% |
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