+7.6%
KDP vs KMB
-5.5%
+13.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | +1.3% | -3.0% | +4.3% | +2.5% |
| 30D | +6.0% | -5.5% | +11.5% | +8.4% |
| 3M | +9.2% | +14.0% | -4.8% | +4.0% |
| 6M | +14.7% | +4.1% | +10.6% | +12.9% |
| YTD | +19.2% | +8.0% | +11.1% | +15.7% |
| 1Y | +15.2% | -13.7% | +28.9% | +21.2% |
| All | +7.6% | -5.5% | +13.1% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling