+6,438.2%
EW vs KMB
+400.2%
+6,038.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -0.3% | -3.0% | +2.7% | +0.6% |
| 30D | +1.0% | -5.5% | +6.5% | +2.7% |
| 3M | +2.8% | +14.0% | -11.2% | -1.5% |
| 6M | +5.5% | +4.1% | +1.4% | +3.8% |
| YTD | +5.5% | +8.0% | -2.6% | +2.3% |
| 1Y | +11.0% | -13.7% | +24.8% | +15.0% |
| 3Y | +17.7% | -5.9% | +23.6% | +17.1% |
| 5Y | -25.7% | -8.6% | -17.1% | -26.1% |
| 10Y | +132.8% | +17.3% | +115.5% | +109.4% |
| All | +6,438.2% | +400.2% | +6,038.0% | +3,961.7% |
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 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