+218.3%
C vs KMB
+38.7%
+179.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -5.3% | +10.2% | -15.5% | -7.7% |
| 3M | -8.0% | +1.5% | -9.5% | -8.6% |
| 6M | -0.3% | +16.6% | -16.9% | -4.5% |
| YTD | +8.6% | +12.1% | -3.4% | +4.6% |
| 1Y | +25.8% | +11.1% | +14.8% | +21.4% |
| 3Y | +221.2% | +1.9% | +219.2% | +209.1% |
| 5Y | +113.6% | -1.3% | +114.8% | +105.1% |
| 10Y | +218.3% | +37.8% | +180.5% | +199.2% |
| All | +218.3% | +38.7% | +179.6% | +199.2% |
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