+207.0%
C vs KMB
+39.0%
+168.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | +4.2% | +0.9% | +3.2% | +3.9% |
| 30D | +2.0% | +10.1% | -8.1% | -0.5% |
| 3M | -10.1% | 0.0% | -10.2% | -10.3% |
| 6M | +1.0% | +15.7% | -14.7% | -3.1% |
| YTD | +8.5% | +12.6% | -4.2% | +4.3% |
| 1Y | +25.7% | +10.1% | +15.6% | +21.6% |
| 3Y | +216.0% | +2.1% | +213.8% | +204.0% |
| 5Y | +112.3% | -0.7% | +113.0% | +103.6% |
| All | +207.0% | +39.0% | +168.1% | +187.7% |
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