+14,227.5%
COST vs KMB
+1,906.2%
+12,321.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.6% |
| 7D | +5.0% | +0.9% | +4.1% | +4.6% |
| 30D | +12.8% | +10.1% | +2.7% | +9.0% |
| 3M | +15.2% | 0.0% | +15.1% | +14.9% |
| 6M | +7.4% | +15.7% | -8.3% | +1.6% |
| YTD | +29.0% | +12.6% | +16.4% | +22.6% |
| 1Y | +20.3% | +10.1% | +10.2% | +15.2% |
| 3Y | +99.0% | +2.1% | +96.8% | +91.8% |
| 5Y | +125.7% | -0.7% | +126.3% | +118.4% |
| 10Y | +775.3% | +38.5% | +736.8% | +636.4% |
| All | +14,227.5% | +1,906.2% | +12,321.3% | +4,074.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling