+123.4%
GOOGL vs KMB
+4.9%
+118.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +1.4% |
| 7D | +3.3% | +3.4% | -0.1% | +3.4% |
| 30D | -18.1% | +14.7% | -32.8% | -17.6% |
| 3M | -18.6% | +3.3% | -21.9% | -18.5% |
| 6M | -28.0% | +16.8% | -44.8% | -27.2% |
| YTD | -7.8% | +15.2% | -23.0% | -6.9% |
| 1Y | +3.6% | +13.3% | -9.7% | +4.3% |
| 3Y | +123.4% | +5.4% | +117.9% | +119.1% |
| All | +123.4% | +4.9% | +118.5% | +119.1% |
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 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