-23.0%
GOOG vs KMB
+14.3%
-37.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +1.7% |
| 7D | +4.8% | -3.0% | +7.8% | +4.9% |
| 30D | -15.5% | +9.1% | -24.6% | -16.6% |
| 3M | -13.7% | -0.4% | -13.3% | -14.0% |
| 6M | -23.0% | +13.0% | -35.9% | -24.5% |
| All | -23.0% | +14.3% | -37.2% | -24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling