+11,186.3%
JPM vs KMB
+1,824.3%
+9,362.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | +0.3% | -3.0% | +3.3% | +1.6% |
| 30D | -0.2% | -5.5% | +5.3% | +2.2% |
| 3M | +15.9% | +14.0% | +1.9% | +8.7% |
| 6M | +20.9% | +4.1% | +16.9% | +17.8% |
| YTD | +12.9% | +8.0% | +4.8% | +7.6% |
| 1Y | +20.3% | -13.7% | +34.0% | +25.7% |
| 3Y | +160.9% | -5.9% | +166.9% | +156.3% |
| 5Y | +154.8% | -8.6% | +163.5% | +150.2% |
| 10Y | +591.1% | +17.3% | +573.8% | +474.2% |
| All | +11,186.3% | +1,824.3% | +9,362.0% | +2,362.2% |
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 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