-2.6%
HD vs KMB
+12.2%
-14.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | 0.0% |
| 7D | +5.2% | +6.0% | -0.8% | +1.5% |
| 30D | +20.7% | +13.5% | +7.2% | +12.0% |
| 3M | +0.8% | +3.8% | -3.0% | -1.8% |
| 6M | +12.2% | +15.6% | -3.4% | +2.9% |
| YTD | +4.2% | +14.0% | -9.8% | -3.8% |
| 1Y | -2.6% | +12.9% | -15.5% | -9.3% |
| All | -2.6% | +12.2% | -14.7% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling