+33,950.9%
HD vs KMB
+1,925.1%
+32,025.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.1% | -2.2% |
| 7D | +6.4% | +0.4% | +6.0% | +6.2% |
| 30D | +22.1% | +14.1% | +7.9% | +15.6% |
| 3M | -0.2% | -0.5% | +0.3% | 0.0% |
| 6M | +12.6% | +16.6% | -4.0% | +5.5% |
| YTD | +3.9% | +13.7% | -9.8% | -1.8% |
| 1Y | -3.7% | +16.1% | -19.8% | -9.8% |
| 3Y | +27.9% | +4.7% | +23.2% | +22.6% |
| 5Y | +7.8% | +1.5% | +6.3% | +3.8% |
| 10Y | +269.4% | +40.5% | +228.9% | +202.0% |
| All | +33,950.9% | +1,925.1% | +32,025.8% | +8,082.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling