+200.5%
B vs KMB
+41.7%
+158.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.6% |
| 7D | +11.3% | +3.4% | +7.9% | +10.6% |
| 30D | +2.9% | +14.7% | -11.7% | +0.1% |
| 3M | -2.9% | +3.3% | -6.1% | -3.6% |
| 6M | -1.2% | +16.8% | -18.0% | -4.6% |
| YTD | -1.3% | +15.2% | -16.6% | -4.4% |
| 1Y | +30.4% | +13.3% | +17.1% | +26.8% |
| 3Y | +195.3% | +5.4% | +189.8% | +187.5% |
| 5Y | +146.2% | +2.7% | +143.5% | +140.1% |
| 10Y | +200.5% | +38.7% | +161.8% | +159.5% |
| All | +200.5% | +41.7% | +158.7% | +159.5% |
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