-29.5%
DIS vs KMB
+1.1%
-30.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +4.4% | +6.0% | -1.6% | +2.9% |
| 30D | +10.3% | +13.5% | -3.2% | +6.8% |
| 3M | +15.5% | +3.8% | +11.8% | +14.3% |
| 6M | +11.2% | +15.6% | -4.4% | +7.2% |
| YTD | +5.6% | +14.0% | -8.4% | +1.9% |
| 1Y | +7.7% | +12.9% | -5.2% | +4.2% |
| 3Y | +39.3% | +3.7% | +35.6% | +34.3% |
| 5Y | -29.5% | -0.1% | -29.5% | -34.7% |
| All | -29.5% | +1.1% | -30.6% | -34.7% |
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