+130.8%
JPM vs KMB
+2.6%
+128.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -1.0% | +1.8% |
| 7D | +0.4% | +3.4% | -3.0% | -0.1% |
| 30D | +2.7% | +14.7% | -12.0% | +0.7% |
| 3M | -3.8% | +3.3% | -7.1% | -4.4% |
| 6M | +14.3% | +16.8% | -2.5% | +11.3% |
| YTD | +8.2% | +15.2% | -7.0% | +5.3% |
| 1Y | +11.0% | +13.3% | -2.3% | +8.3% |
| 3Y | +152.7% | +5.4% | +147.2% | +141.8% |
| 5Y | +130.8% | +2.7% | +128.1% | +115.7% |
| All | +130.8% | +2.6% | +128.3% | +115.7% |
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