+2,755.4%
AVGO vs KMB
+15.9%
+2,739.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.3% |
| 7D | -0.3% | -2.7% | +2.4% | +0.1% |
| 30D | -13.8% | -5.0% | -8.8% | -13.2% |
| 3M | -6.9% | +6.6% | -13.5% | -8.4% |
| 6M | +11.9% | +1.0% | +11.0% | +11.1% |
| YTD | +6.9% | +6.0% | +0.9% | +4.8% |
| 1Y | +7.4% | -16.6% | +24.0% | +10.7% |
| 3Y | +345.6% | -8.6% | +354.2% | +336.6% |
| 5Y | +718.9% | -10.9% | +729.7% | +701.0% |
| 10Y | +2,755.4% | +16.8% | +2,738.5% | +2,420.6% |
| All | +2,755.4% | +15.9% | +2,739.5% | +2,420.6% |
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 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