-10.8%
DOW vs KMB
+14.6%
-25.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.6% |
| 7D | -2.4% | -3.0% | +0.7% | -1.6% |
| 30D | +0.4% | -5.5% | +5.8% | +1.8% |
| 3M | -14.4% | +14.0% | -28.4% | -18.0% |
| 6M | -7.0% | +4.1% | -11.1% | -8.8% |
| YTD | +30.2% | +8.0% | +22.2% | +25.7% |
| 1Y | +29.2% | -13.7% | +42.9% | +34.6% |
| 3Y | -36.7% | -5.9% | -30.8% | -37.0% |
| 5Y | -37.7% | -8.6% | -29.1% | -38.1% |
| All | -10.8% | +14.6% | -25.5% | -11.6% |
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 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