+216.9%
B vs KMB
+36.1%
+180.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.8% |
| 7D | -6.2% | -3.0% | -3.2% | -5.6% |
| 30D | -6.6% | +9.1% | -15.7% | -8.2% |
| 3M | -7.9% | -0.4% | -7.5% | -7.9% |
| 6M | -16.8% | +13.0% | -29.8% | -19.0% |
| YTD | -11.7% | +10.3% | -22.0% | -13.6% |
| 1Y | +3.5% | +8.2% | -4.7% | +1.6% |
| 3Y | +165.7% | +0.4% | +165.3% | +161.6% |
| 5Y | +108.4% | -2.7% | +111.1% | +105.6% |
| All | +216.9% | +36.1% | +180.8% | +183.0% |
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 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