+2,257.0%
JCI vs KMB
+1,952.1%
+305.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.2% | +1.6% | +3.7% |
| 7D | -3.4% | +3.4% | -6.8% | -4.7% |
| 30D | -10.1% | +14.7% | -24.8% | -14.7% |
| 3M | -6.8% | +3.3% | -10.1% | -8.5% |
| 6M | +2.0% | +16.8% | -14.8% | -4.8% |
| YTD | +19.2% | +15.2% | +4.0% | +11.6% |
| 1Y | +16.7% | +13.3% | +3.4% | +9.9% |
| 3Y | +194.3% | +5.4% | +188.9% | +177.6% |
| 5Y | +103.0% | +2.7% | +100.3% | +91.9% |
| 10Y | +301.7% | +38.7% | +263.1% | +231.6% |
| All | +2,257.0% | +1,952.1% | +305.0% | +549.3% |
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