+767.4%
GOOG vs KMB
+15.0%
+752.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -2.5% | -7.7% | +5.2% | -1.1% |
| 30D | -3.6% | -8.2% | +4.6% | -2.2% |
| 3M | -6.4% | -1.9% | -4.5% | -6.3% |
| 6M | +7.8% | -0.7% | +8.4% | +7.6% |
| YTD | +5.5% | +1.4% | +4.1% | +4.8% |
| 1Y | +38.3% | -19.1% | +57.4% | +42.7% |
| 3Y | +143.1% | -12.6% | +155.7% | +142.2% |
| 5Y | +135.0% | -12.7% | +147.7% | +132.2% |
| All | +767.4% | +15.0% | +752.4% | +708.1% |
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