+14,604.7%
BLK vs KMB
+435.5%
+14,169.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.3% |
| 7D | +3.7% | +0.9% | +2.8% | +3.3% |
| 30D | +13.9% | +10.1% | +3.8% | +9.4% |
| 3M | +3.9% | 0.0% | +3.9% | +3.6% |
| 6M | +13.0% | +15.7% | -2.7% | +5.5% |
| YTD | +16.1% | +12.6% | +3.5% | +9.1% |
| 1Y | +16.8% | +10.1% | +6.6% | +10.7% |
| 3Y | +97.7% | +2.1% | +95.5% | +88.8% |
| 5Y | +42.1% | -0.7% | +42.8% | +36.2% |
| 10Y | +321.3% | +38.5% | +282.8% | +241.4% |
| All | +14,604.7% | +435.5% | +14,169.2% | +7,581.6% |
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