-35.9%
DOW vs KMB
-14.2%
-21.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.1% |
| 7D | -6.0% | -8.6% | +2.6% | -4.9% |
| 30D | -2.7% | -7.5% | +4.8% | -1.8% |
| 3M | -10.5% | -0.6% | -9.8% | -10.7% |
| 6M | -12.4% | -1.5% | -10.9% | -12.5% |
| YTD | +30.0% | +1.6% | +28.4% | +28.8% |
| 1Y | +27.8% | -20.8% | +48.6% | +34.3% |
| 3Y | -34.9% | -12.4% | -22.5% | -33.7% |
| 5Y | -35.9% | -12.9% | -22.9% | -36.0% |
| All | -35.9% | -14.2% | -21.7% | -36.0% |
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