+57.4%
JNJ vs KMB
-13.3%
+70.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +2.7% | -3.0% | +5.7% | +3.4% |
| 30D | +7.4% | -5.5% | +12.8% | +8.8% |
| 3M | +21.2% | +14.0% | +7.2% | +18.4% |
| 6M | +13.4% | +4.1% | +9.3% | +12.3% |
| YTD | +35.1% | +8.0% | +27.1% | +33.1% |
| 1Y | +57.4% | -13.7% | +71.2% | +61.0% |
| All | +57.4% | -13.3% | +70.7% | +61.0% |
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