-39.9%
JOBY vs KMB
-8.4%
-31.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -8.2% | -7.7% | -0.5% | -8.7% |
| 30D | -25.1% | -8.2% | -16.9% | -25.5% |
| 3M | -28.8% | -1.9% | -26.9% | -29.0% |
| 6M | -36.1% | -0.7% | -35.5% | -36.2% |
| YTD | -52.2% | +1.4% | -53.6% | -52.2% |
| 1Y | -52.4% | -19.1% | -33.3% | -52.8% |
| 3Y | -13.6% | -12.6% | -1.0% | -14.8% |
| 5Y | -32.2% | -12.7% | -19.5% | -36.1% |
| All | -39.9% | -8.4% | -31.5% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling