+79.8%
F vs KMB
+36.7%
+43.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +2.6% | +12.4% | -9.7% | -0.6% |
| 3M | -8.8% | +1.0% | -9.8% | -9.1% |
| 6M | +4.6% | +12.1% | -7.5% | +1.1% |
| YTD | -1.9% | +11.6% | -13.5% | -5.2% |
| 1Y | -0.8% | +13.1% | -13.9% | -4.5% |
| 3Y | +43.5% | +1.6% | +41.9% | +40.1% |
| 5Y | -12.1% | -0.3% | -11.7% | -14.3% |
| All | +79.8% | +36.7% | +43.1% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling