+105.9%
C vs KMB
-0.3%
+106.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | -2.4% | +0.5% | -2.8% | -2.5% |
| 30D | -6.0% | +12.4% | -18.4% | -7.3% |
| 3M | -10.5% | +1.0% | -11.5% | -10.8% |
| 6M | -5.7% | +12.1% | -17.9% | -7.1% |
| YTD | +4.1% | +11.6% | -7.5% | +2.2% |
| 1Y | +20.5% | +13.1% | +7.4% | +18.0% |
| 3Y | +208.1% | +1.6% | +206.5% | +197.7% |
| All | +105.9% | -0.3% | +106.2% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling