+138.0%
B vs KMB
-0.3%
+138.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.9% |
| 7D | +9.6% | +0.5% | +9.1% | +9.5% |
| 30D | +3.5% | +12.4% | -8.9% | +1.2% |
| 3M | -1.6% | +1.0% | -2.6% | -1.9% |
| 6M | -1.7% | +12.1% | -13.8% | -4.0% |
| YTD | -5.3% | +11.6% | -16.9% | -7.2% |
| 1Y | +27.2% | +13.1% | +14.1% | +24.3% |
| 3Y | +166.1% | +1.6% | +164.5% | +159.3% |
| All | +138.0% | -0.3% | +138.3% | +135.9% |
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