+257.9%
HD vs KMB
+41.7%
+216.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +1.6% |
| 7D | +3.6% | +3.4% | +0.2% | +2.2% |
| 30D | +21.6% | +14.7% | +6.9% | +15.1% |
| 3M | +0.1% | +3.3% | -3.2% | -1.2% |
| 6M | +13.0% | +16.8% | -3.8% | +6.1% |
| YTD | +4.9% | +15.2% | -10.3% | -1.1% |
| 1Y | -2.1% | +13.3% | -15.4% | -7.1% |
| 3Y | +32.6% | +5.4% | +27.2% | +26.4% |
| 5Y | +8.2% | +2.7% | +5.5% | +3.4% |
| 10Y | +257.9% | +38.7% | +219.3% | +224.1% |
| All | +257.9% | +41.7% | +216.2% | +224.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling