+121.0%
GOOG vs KMB
+2.5%
+118.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -0.8% |
| 7D | +3.0% | +0.9% | +2.1% | +3.1% |
| 30D | -14.9% | +10.1% | -25.0% | -14.4% |
| 3M | -14.9% | 0.0% | -14.9% | -15.0% |
| 6M | -26.6% | +15.7% | -42.3% | -25.7% |
| YTD | -6.6% | +12.6% | -19.2% | -5.7% |
| 1Y | +5.1% | +10.1% | -5.1% | +5.7% |
| 3Y | +121.0% | +2.1% | +118.8% | +117.0% |
| All | +121.0% | +2.5% | +118.4% | +117.0% |
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 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