+22.3%
BABA vs KMB
+63.3%
-41.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | +8.6% | +0.4% | +8.2% | +8.5% |
| 30D | -1.1% | +14.1% | -15.2% | -3.3% |
| 3M | -15.9% | -0.5% | -15.4% | -16.0% |
| 6M | -17.5% | +16.6% | -34.1% | -20.2% |
| YTD | -25.6% | +13.7% | -39.3% | -27.7% |
| 1Y | -33.8% | +16.1% | -49.9% | -36.0% |
| 3Y | +34.6% | +4.7% | +29.9% | +31.8% |
| 5Y | -27.7% | +1.5% | -29.2% | -29.3% |
| 10Y | +17.7% | +40.5% | -22.8% | +2.5% |
| All | +22.3% | +63.3% | -41.0% | -5.3% |
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