+803.7%
B vs KMB
+1,824.3%
-1,020.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -1.6% | -3.0% | +1.4% | -1.4% |
| 30D | +9.4% | -5.5% | +14.9% | +9.9% |
| 3M | +5.0% | +14.0% | -9.0% | +3.8% |
| 6M | -3.5% | +4.1% | -7.6% | -3.9% |
| YTD | +4.5% | +8.0% | -3.6% | +3.8% |
| 1Y | +67.8% | -13.7% | +81.5% | +69.2% |
| 3Y | +196.7% | -5.9% | +202.6% | +196.9% |
| 5Y | +151.9% | -8.6% | +160.5% | +152.2% |
| 10Y | +202.2% | +17.3% | +184.9% | +198.5% |
| All | +803.7% | +1,824.3% | -1,020.5% | +1,079.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling