+166.1%
B vs KMB
+2.8%
+163.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.8% |
| 7D | +9.6% | +0.5% | +9.1% | +9.5% |
| 30D | +3.5% | +12.4% | -8.9% | +1.6% |
| 3M | -1.6% | +1.0% | -2.6% | -1.9% |
| 6M | -1.7% | +12.1% | -13.8% | -3.4% |
| YTD | -5.3% | +11.6% | -16.9% | -6.5% |
| 1Y | +27.2% | +13.1% | +14.1% | +25.4% |
| 3Y | +166.1% | +1.6% | +164.5% | +144.6% |
| All | +166.1% | +2.8% | +163.3% | +144.6% |
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