+31.0%
F vs KMB
-14.3%
+45.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.2% | +1.9% |
| 7D | +5.3% | -4.2% | +9.5% | +6.0% |
| 30D | +4.6% | -6.6% | +11.2% | +5.6% |
| 3M | -3.7% | +12.6% | -16.3% | -5.4% |
| 6M | +16.8% | +2.9% | +14.0% | +15.7% |
| YTD | +15.3% | +6.8% | +8.5% | +14.5% |
| 1Y | +31.0% | -14.8% | +45.8% | +32.8% |
| All | +31.0% | -14.3% | +45.3% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling