-55.4%
KHC vs KMB
+15.9%
-71.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.2% |
| 7D | -2.2% | -2.7% | +0.5% | -0.8% |
| 30D | -0.1% | -5.0% | +4.9% | +2.7% |
| 3M | +8.3% | +6.6% | +1.8% | +4.8% |
| 6M | +5.0% | +1.0% | +4.0% | +4.2% |
| YTD | +8.0% | +6.0% | +2.0% | +4.5% |
| 1Y | -1.1% | -16.6% | +15.5% | +7.8% |
| 3Y | -10.7% | -8.6% | -2.1% | -8.5% |
| 5Y | -13.5% | -10.9% | -2.7% | -11.0% |
| 10Y | -55.4% | +16.8% | -72.2% | -61.2% |
| All | -55.4% | +15.9% | -71.3% | -61.2% |
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