+5.8%
HD vs KMB
-0.3%
+6.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | +4.3% | +0.5% | +3.9% | +4.2% |
| 30D | +20.2% | +12.4% | +7.8% | +15.0% |
| 3M | -1.0% | +1.0% | -2.0% | -1.5% |
| 6M | +7.9% | +12.1% | -4.2% | +3.4% |
| YTD | +2.0% | +11.6% | -9.6% | -2.2% |
| 1Y | -4.3% | +13.1% | -17.4% | -8.6% |
| 3Y | +25.9% | +1.6% | +24.4% | +21.2% |
| All | +5.8% | -0.3% | +6.1% | +3.4% |
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