+130.7%
C vs KMB
-8.4%
+139.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +3.6% | -3.0% | +6.7% | +4.0% |
| 30D | +0.1% | -5.5% | +5.5% | +0.7% |
| 3M | +2.4% | +14.0% | -11.6% | +0.7% |
| 6M | +24.9% | +4.1% | +20.8% | +24.0% |
| YTD | +19.8% | +8.0% | +11.8% | +18.1% |
| 1Y | +44.9% | -13.7% | +58.6% | +47.5% |
| 3Y | +263.0% | -5.9% | +268.9% | +256.3% |
| All | +130.7% | -8.4% | +139.0% | +121.0% |
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