+459.5%
JPM vs KMB
+36.1%
+423.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | +1.6% | -3.0% | +4.6% | +2.4% |
| 30D | +3.4% | +9.1% | -5.6% | +1.2% |
| 3M | -5.7% | -0.4% | -5.2% | -5.7% |
| 6M | +13.5% | +13.0% | +0.5% | +9.5% |
| YTD | +8.4% | +10.3% | -1.9% | +4.8% |
| 1Y | +9.1% | +8.2% | +0.8% | +5.9% |
| 3Y | +149.5% | +0.4% | +149.1% | +141.4% |
| 5Y | +132.6% | -2.7% | +135.3% | +125.2% |
| All | +459.5% | +36.1% | +423.4% | +435.2% |
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