+132.4%
HOOD vs KMB
-1.8%
+134.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.1% | +3.0% |
| 7D | -4.8% | +0.5% | -5.3% | -4.7% |
| 30D | -26.1% | +12.4% | -38.5% | -25.0% |
| 3M | -10.8% | +1.0% | -11.8% | -10.7% |
| 6M | +2.4% | +12.1% | -9.8% | +4.3% |
| YTD | -28.5% | +11.6% | -40.1% | -27.1% |
| 1Y | -36.3% | +13.1% | -49.4% | -35.0% |
| 3Y | +743.7% | +1.6% | +742.1% | +734.5% |
| 5Y | +118.6% | -0.3% | +118.9% | +109.9% |
| All | +132.4% | -1.8% | +134.2% | +120.4% |
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 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