+512.8%
F vs KMB
+1,925.1%
-1,412.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.7% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +2.0% | +14.1% | -12.1% | -2.8% |
| 3M | -10.4% | -0.5% | -9.8% | -10.3% |
| 6M | +9.7% | +16.6% | -6.9% | +3.2% |
| YTD | -1.2% | +13.7% | -14.9% | -6.4% |
| 1Y | 0.0% | +16.1% | -16.0% | -6.0% |
| 3Y | +41.1% | +4.7% | +36.4% | +35.1% |
| 5Y | -11.4% | +1.5% | -13.0% | -14.9% |
| 10Y | +85.0% | +40.5% | +44.5% | +51.0% |
| All | +512.8% | +1,925.1% | -1,412.3% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling