-8.2%
EW vs KMB
-0.7%
-7.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.8% |
| 7D | +4.9% | +0.9% | +4.0% | +4.7% |
| 30D | +23.9% | +10.1% | +13.9% | +21.3% |
| 3M | +15.8% | 0.0% | +15.7% | +15.5% |
| 6M | +31.7% | +15.7% | +16.0% | +27.5% |
| YTD | +25.7% | +12.6% | +13.0% | +22.1% |
| 1Y | +24.4% | +10.1% | +14.3% | +21.4% |
| 3Y | +65.9% | +2.1% | +63.7% | +60.9% |
| All | -8.2% | -0.7% | -7.5% | -13.7% |
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