+138.4%
HON vs KMB
+12.7%
+125.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.2% |
| 7D | -0.6% | -8.6% | +8.1% | +2.4% |
| 30D | -15.4% | -7.5% | -7.9% | -13.2% |
| 3M | -9.1% | -0.6% | -8.5% | -9.3% |
| 6M | -17.1% | -1.5% | -15.5% | -17.1% |
| YTD | +1.5% | +1.6% | -0.1% | +0.1% |
| 1Y | -1.3% | -20.8% | +19.5% | +5.7% |
| 3Y | +19.5% | -12.4% | +31.9% | +22.0% |
| 5Y | +3.1% | -12.9% | +16.0% | +4.4% |
| 10Y | +138.4% | +14.7% | +123.7% | +121.4% |
| All | +138.4% | +12.7% | +125.7% | +121.4% |
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 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