+2,307.7%
JCI vs KMB
+1,824.3%
+483.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +3.8% | -3.0% | +6.9% | +4.9% |
| 30D | -5.7% | -5.5% | -0.2% | -4.0% |
| 3M | -1.4% | +14.0% | -15.4% | -6.5% |
| 6M | +4.1% | +4.1% | 0.0% | +1.8% |
| YTD | +21.7% | +8.0% | +13.7% | +17.2% |
| 1Y | +36.1% | -13.7% | +49.9% | +41.0% |
| 3Y | +154.4% | -5.9% | +160.4% | +151.3% |
| 5Y | +112.0% | -8.6% | +120.6% | +110.0% |
| 10Y | +322.2% | +17.3% | +305.0% | +272.3% |
| All | +2,307.7% | +1,824.3% | +483.5% | +582.4% |
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