+262.1%
AVGO vs KMB
+4.9%
+257.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.6% | +9.6% |
| 7D | -0.9% | +3.4% | -4.3% | +0.1% |
| 30D | -11.6% | +14.7% | -26.3% | -8.3% |
| 3M | -25.2% | +3.3% | -28.5% | -24.4% |
| 6M | -25.4% | +16.8% | -42.3% | -21.9% |
| YTD | -7.2% | +15.2% | -22.4% | -2.9% |
| 1Y | -7.9% | +13.3% | -21.2% | -3.9% |
| 3Y | +262.1% | +5.4% | +256.7% | +260.0% |
| All | +262.1% | +4.9% | +257.2% | +260.0% |
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