+479.1%
JPM vs KMB
+38.4%
+440.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +1.2% | +6.0% | -4.8% | -0.2% |
| 30D | +2.7% | +13.5% | -10.8% | -0.5% |
| 3M | -4.5% | +3.8% | -8.2% | -5.5% |
| 6M | +14.3% | +15.6% | -1.3% | +9.7% |
| YTD | +8.2% | +14.0% | -5.8% | +3.8% |
| 1Y | +10.0% | +12.9% | -2.9% | +5.7% |
| 3Y | +149.0% | +3.7% | +145.2% | +139.0% |
| 5Y | +131.0% | -0.1% | +131.1% | +122.3% |
| 10Y | +479.1% | +41.1% | +437.9% | +452.6% |
| All | +479.1% | +38.4% | +440.7% | +452.6% |
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