+691.7%
AVGO vs KMB
-8.4%
+700.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.1% |
| 7D | -3.0% | -3.0% | +0.1% | -3.1% |
| 30D | -14.4% | -5.5% | -9.0% | -14.7% |
| 3M | -14.4% | +14.0% | -28.4% | -14.1% |
| 6M | +13.1% | +4.1% | +9.0% | +13.4% |
| YTD | +3.8% | +8.0% | -4.3% | +4.0% |
| 1Y | +17.8% | -13.7% | +31.5% | +18.9% |
| 3Y | +325.3% | -5.9% | +331.2% | +313.1% |
| All | +691.7% | -8.4% | +700.0% | +637.3% |
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