+139.3%
HOOD vs KMB
+1.3%
+137.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +3.4% |
| 7D | -0.6% | +3.4% | -4.0% | -0.2% |
| 30D | -23.6% | +14.7% | -38.3% | -22.2% |
| 3M | -10.7% | +3.3% | -14.0% | -10.3% |
| 6M | +8.2% | +16.8% | -8.6% | +10.8% |
| YTD | -26.3% | +15.2% | -41.6% | -24.7% |
| 1Y | -36.1% | +13.3% | -49.4% | -34.7% |
| 3Y | +950.7% | +5.4% | +945.3% | +943.1% |
| 5Y | +127.0% | +2.7% | +124.3% | +118.4% |
| All | +139.3% | +1.3% | +137.9% | +127.8% |
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