+86.7%
JNJ vs KMB
-6.7%
+93.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +2.7% | -3.0% | +5.7% | +3.6% |
| 30D | +7.4% | -5.5% | +12.8% | +9.2% |
| 3M | +21.2% | +14.0% | +7.2% | +16.6% |
| 6M | +13.4% | +4.1% | +9.3% | +11.8% |
| YTD | +35.1% | +8.0% | +27.1% | +31.6% |
| 1Y | +57.4% | -13.7% | +71.2% | +64.2% |
| All | +86.7% | -6.7% | +93.4% | +89.1% |
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