+296.4%
ARM vs KMB
-5.2%
+301.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +3.6% |
| 7D | +5.5% | -3.0% | +8.5% | +4.8% |
| 30D | -8.2% | -5.5% | -2.7% | -9.1% |
| 3M | -35.9% | +14.0% | -49.9% | -34.3% |
| 6M | +103.1% | +4.1% | +99.0% | +104.6% |
| YTD | +130.6% | +8.0% | +122.6% | +134.7% |
| 1Y | +86.1% | -13.7% | +99.8% | +78.9% |
| All | +296.4% | -5.2% | +301.6% | +309.0% |
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