+8,682.5%
JNJ vs KMB
+1,824.3%
+6,858.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +2.7% | -3.0% | +5.7% | +3.7% |
| 30D | +7.4% | -5.5% | +12.8% | +9.3% |
| 3M | +21.2% | +14.0% | +7.2% | +15.9% |
| 6M | +13.4% | +4.1% | +9.3% | +11.5% |
| YTD | +35.1% | +8.0% | +27.1% | +31.0% |
| 1Y | +57.4% | -13.7% | +71.2% | +63.6% |
| 3Y | +86.8% | -5.9% | +92.7% | +87.4% |
| 5Y | +80.8% | -8.6% | +89.4% | +81.9% |
| 10Y | +202.7% | +17.3% | +185.5% | +176.2% |
| All | +8,682.5% | +1,824.3% | +6,858.2% | +3,149.0% |
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 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