+604.4%
COST vs KMB
+15.3%
+589.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.5% |
| 7D | -2.8% | -8.6% | +5.8% | 0.0% |
| 30D | -5.3% | -7.5% | +2.3% | -2.9% |
| 3M | -6.7% | -0.6% | -6.0% | -6.7% |
| 6M | -9.9% | -1.5% | -8.4% | -10.0% |
| YTD | +5.1% | +1.6% | +3.5% | +3.8% |
| 1Y | -7.3% | -20.8% | +13.5% | -0.9% |
| 3Y | +70.4% | -12.4% | +82.8% | +72.8% |
| 5Y | +104.4% | -12.9% | +117.3% | +106.2% |
| All | +604.4% | +15.3% | +589.1% | +540.6% |
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