+332.9%
AVGO vs KMB
-5.6%
+338.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | -0.2% |
| 7D | -3.0% | -3.0% | +0.1% | -3.7% |
| 30D | -14.4% | -5.5% | -9.0% | -15.6% |
| 3M | -14.4% | +14.0% | -28.4% | -11.5% |
| 6M | +13.1% | +4.1% | +9.0% | +14.9% |
| YTD | +3.8% | +8.0% | -4.3% | +6.5% |
| 1Y | +17.8% | -13.7% | +31.5% | +15.5% |
| All | +332.9% | -5.6% | +338.6% | +321.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling