+17.8%
AVGO vs KMB
-14.3%
+32.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | -0.5% |
| 7D | -3.0% | -4.2% | +1.2% | -4.0% |
| 30D | -14.4% | -6.6% | -7.8% | -15.8% |
| 3M | -14.4% | +12.6% | -27.1% | -12.1% |
| 6M | +13.1% | +2.9% | +10.3% | +14.4% |
| YTD | +3.8% | +6.8% | -3.0% | +5.8% |
| 1Y | +17.8% | -14.8% | +32.5% | +15.6% |
| All | +17.8% | -14.3% | +32.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling