+575.2%
HLT vs KMB
+14.6%
+560.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.6% | -6.5% | +4.9% | -0.6% |
| 30D | -5.0% | -8.8% | +3.8% | -3.7% |
| 3M | -10.4% | -2.2% | -8.2% | -10.1% |
| 6M | +3.2% | +0.7% | +2.6% | +3.0% |
| YTD | +6.7% | +1.0% | +5.7% | +6.4% |
| 1Y | +10.3% | -20.3% | +30.6% | +13.3% |
| 3Y | +99.3% | -13.3% | +112.6% | +101.1% |
| 5Y | +143.7% | -12.9% | +156.6% | +144.5% |
| All | +575.2% | +14.6% | +560.6% | +548.3% |
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 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