+11,715.7%
GOOG vs KMB
+290.7%
+11,425.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.7% |
| 7D | +3.0% | +0.9% | +2.1% | +2.6% |
| 30D | -14.9% | +10.1% | -25.0% | -18.0% |
| 3M | -14.9% | 0.0% | -14.9% | -15.3% |
| 6M | -26.6% | +15.7% | -42.3% | -30.9% |
| YTD | -6.6% | +12.6% | -19.2% | -11.6% |
| 1Y | +5.1% | +10.1% | -5.1% | +0.2% |
| 3Y | +121.0% | +2.1% | +118.8% | +108.1% |
| 5Y | +97.3% | -0.7% | +98.0% | +85.5% |
| 10Y | +683.2% | +38.5% | +644.7% | +491.8% |
| All | +11,715.7% | +290.7% | +11,425.0% | +5,100.8% |
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