+37.1%
JCI vs KMB
-20.2%
+57.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | +4.1% | -8.6% | +12.7% | +4.3% |
| 30D | -3.8% | -7.5% | +3.7% | -3.7% |
| 3M | -1.6% | -0.6% | -1.0% | -2.2% |
| 6M | +9.5% | -1.5% | +11.1% | +8.7% |
| YTD | +21.7% | +1.6% | +20.1% | +20.7% |
| 1Y | +37.1% | -20.8% | +57.9% | +36.6% |
| All | +37.1% | -20.2% | +57.3% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling