+53.9%
F vs KMB
-8.4%
+62.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +5.3% | -3.0% | +8.4% | +6.2% |
| 30D | +4.6% | -5.5% | +10.1% | +6.2% |
| 3M | -3.7% | +14.0% | -17.6% | -7.6% |
| 6M | +16.8% | +4.1% | +12.7% | +15.0% |
| YTD | +15.3% | +8.0% | +7.2% | +12.2% |
| 1Y | +31.0% | -13.7% | +44.7% | +35.9% |
| 3Y | +45.4% | -5.9% | +51.4% | +43.8% |
| All | +53.9% | -8.4% | +62.3% | +50.3% |
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