+113.6%
C vs KMB
-0.7%
+114.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | +4.2% | +0.9% | +3.2% | +4.0% |
| 30D | +2.0% | +10.1% | -8.1% | +0.8% |
| 3M | -10.1% | 0.0% | -10.2% | -10.2% |
| 6M | +1.0% | +15.7% | -14.7% | -0.9% |
| YTD | +8.5% | +12.6% | -4.2% | +6.4% |
| 1Y | +25.7% | +10.1% | +15.6% | +23.7% |
| 3Y | +216.0% | +2.1% | +213.8% | +205.2% |
| All | +113.6% | -0.7% | +114.3% | +99.8% |
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