+688.8%
B vs KMB
+1,895.8%
-1,207.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | -4.3% | +10.2% | -14.6% | -5.1% |
| 3M | -2.3% | +1.5% | -3.8% | -2.4% |
| 6M | -16.2% | +16.6% | -32.9% | -17.3% |
| YTD | -8.8% | +12.1% | -20.9% | -9.7% |
| 1Y | +11.4% | +11.1% | +0.3% | +10.3% |
| 3Y | +174.3% | +1.9% | +172.4% | +172.8% |
| 5Y | +116.2% | -1.3% | +117.4% | +115.2% |
| 10Y | +222.7% | +37.8% | +185.0% | +216.4% |
| All | +688.8% | +1,895.8% | -1,207.0% | +926.6% |
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 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