+362.7%
GLW vs KMB
+2.0%
+360.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +7.1% |
| 7D | +1.4% | +0.1% | +1.4% | +1.5% |
| 30D | -18.2% | +10.2% | -28.4% | -16.9% |
| 3M | -24.2% | +1.5% | -25.7% | -23.5% |
| 6M | -41.7% | +16.6% | -58.4% | -41.5% |
| YTD | +38.3% | +12.1% | +26.2% | +39.2% |
| 1Y | +38.2% | +11.1% | +27.1% | +39.2% |
| All | +362.7% | +2.0% | +360.7% | +353.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling