+16.0%
BABA vs KMB
+38.7%
-22.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -3.6% | +0.1% | -3.6% | -3.6% |
| 30D | -8.4% | +10.2% | -18.6% | -9.6% |
| 3M | -20.6% | +1.5% | -22.1% | -20.8% |
| 6M | -25.4% | +16.6% | -42.0% | -27.4% |
| YTD | -30.1% | +12.1% | -42.2% | -31.6% |
| 1Y | -36.3% | +11.1% | -47.4% | -37.6% |
| 3Y | +30.4% | +1.9% | +28.4% | +28.9% |
| 5Y | -35.7% | -1.3% | -34.5% | -36.5% |
| 10Y | +16.0% | +37.8% | -21.8% | +5.8% |
| All | +16.0% | +38.7% | -22.7% | +5.8% |
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 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