+137.8%
GOOGL vs KMB
-7.8%
+145.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -2.3% | -3.0% | +0.8% | -2.1% |
| 30D | -6.6% | -5.5% | -1.1% | -6.3% |
| 3M | -8.9% | +14.0% | -22.9% | -9.5% |
| 6M | +11.9% | +4.1% | +7.8% | +11.4% |
| YTD | +8.3% | +8.0% | +0.3% | +7.8% |
| 1Y | +46.2% | -13.7% | +60.0% | +46.5% |
| 3Y | +151.9% | -5.9% | +157.8% | +145.2% |
| All | +137.8% | -7.8% | +145.6% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling