-17.2%
F vs KMB
-0.7%
-16.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | 0.0% | +10.1% | -10.0% | -2.7% |
| 3M | -13.2% | 0.0% | -13.3% | -13.4% |
| 6M | -10.2% | +15.7% | -25.9% | -14.2% |
| YTD | -4.9% | +12.6% | -17.6% | -8.6% |
| 1Y | -6.1% | +10.1% | -16.2% | -9.1% |
| 3Y | +46.0% | +2.1% | +43.8% | +40.2% |
| All | -17.2% | -0.7% | -16.6% | -21.5% |
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