-52.3%
KHC vs KMB
+38.7%
-91.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.0% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | +8.1% | +10.2% | -2.1% | +2.6% |
| 3M | 0.0% | +1.5% | -1.4% | -0.9% |
| 6M | +7.9% | +16.6% | -8.7% | -0.8% |
| YTD | +5.3% | +12.1% | -6.8% | -1.3% |
| 1Y | +5.1% | +11.1% | -6.0% | -1.0% |
| 3Y | -12.8% | +1.9% | -14.7% | -15.9% |
| 5Y | -16.2% | -1.3% | -14.9% | -18.5% |
| 10Y | -52.3% | +37.8% | -90.0% | -62.5% |
| All | -52.3% | +38.7% | -91.0% | -62.5% |
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