+348.5%
HWM vs KMB
+2.0%
+346.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.2% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +1.5% | +10.2% | -8.7% | +1.7% |
| 3M | -20.3% | +1.5% | -21.8% | -20.2% |
| 6M | -18.0% | +16.6% | -34.7% | -18.1% |
| YTD | +9.5% | +12.1% | -2.6% | +9.4% |
| 1Y | +7.5% | +11.1% | -3.6% | +7.3% |
| All | +348.5% | +2.0% | +346.5% | +326.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling