+97.6%
JNJ vs KMB
-3.2%
+100.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | +4.1% | -3.0% | +7.1% | +5.1% |
| 30D | +14.0% | +9.1% | +5.0% | +10.7% |
| 3M | +9.2% | -0.4% | +9.6% | +9.2% |
| 6M | +27.8% | +13.0% | +14.8% | +22.4% |
| YTD | +39.2% | +10.3% | +28.9% | +34.0% |
| 1Y | +49.1% | +8.2% | +40.9% | +44.4% |
| 3Y | +109.7% | +0.4% | +109.3% | +105.9% |
| 5Y | +97.6% | -2.7% | +100.3% | +91.7% |
| All | +97.6% | -3.2% | +100.8% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling