+81.0%
F vs KMB
+41.7%
+39.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.2% |
| 7D | -0.6% | +3.4% | -4.0% | -1.6% |
| 30D | +2.9% | +14.7% | -11.8% | -0.9% |
| 3M | -9.5% | +3.3% | -12.7% | -10.4% |
| 6M | +4.0% | +16.8% | -12.8% | -0.6% |
| YTD | -1.3% | +15.2% | -16.5% | -5.5% |
| 1Y | -1.9% | +13.3% | -15.2% | -5.7% |
| 3Y | +53.5% | +5.4% | +48.0% | +48.3% |
| 5Y | -15.1% | +2.7% | -17.9% | -18.0% |
| 10Y | +81.0% | +38.7% | +42.3% | +67.1% |
| All | +81.0% | +41.7% | +39.2% | +67.1% |
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