+16.0%
BABA vs KMB
+17.3%
-1.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | -4.8% | -3.0% | -1.7% | -4.4% |
| 30D | -11.9% | -5.5% | -6.4% | -11.3% |
| 3M | -9.3% | +14.0% | -23.2% | -11.5% |
| 6M | -14.2% | +4.1% | -18.3% | -15.1% |
| YTD | -22.0% | +8.0% | -30.1% | -23.3% |
| 1Y | -12.7% | -13.7% | +1.0% | -11.4% |
| 3Y | +26.7% | -5.9% | +32.6% | +26.6% |
| 5Y | -29.3% | -8.6% | -20.7% | -29.5% |
| All | +16.0% | +17.3% | -1.3% | +17.6% |
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 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