+1,524.1%
HWM vs KMB
+36.7%
+1,487.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +2.9% |
| 7D | +3.4% | +0.5% | +2.9% | +3.1% |
| 30D | -7.5% | +12.4% | -19.9% | -10.5% |
| 3M | -28.9% | +1.0% | -29.9% | -29.3% |
| 6M | -19.6% | +12.1% | -31.8% | -22.7% |
| YTD | +0.6% | +11.6% | -11.0% | -3.2% |
| 1Y | +0.3% | +13.1% | -12.8% | -3.9% |
| 3Y | +326.1% | +1.6% | +324.6% | +306.0% |
| 5Y | +525.2% | -0.3% | +525.5% | +493.4% |
| All | +1,524.1% | +36.7% | +1,487.4% | +1,278.5% |
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