+13,325.9%
BLK vs KMB
+413.6%
+12,912.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -3.6% | -3.0% | -0.6% | -2.5% |
| 30D | -1.0% | -5.5% | +4.5% | +1.2% |
| 3M | +10.4% | +14.0% | -3.6% | +4.0% |
| 6M | +8.2% | +4.1% | +4.1% | +5.6% |
| YTD | +6.0% | +8.0% | -2.0% | +1.6% |
| 1Y | +3.3% | -13.7% | +17.1% | +7.9% |
| 3Y | +70.3% | -5.9% | +76.2% | +68.6% |
| 5Y | +34.5% | -8.6% | +43.1% | +33.7% |
| 10Y | +281.9% | +17.3% | +264.6% | +232.6% |
| All | +13,325.9% | +413.6% | +12,912.3% | +7,050.6% |
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