-14.1%
KHC vs KMB
-0.7%
-13.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.5% |
| 7D | +2.0% | +0.9% | +1.1% | +1.5% |
| 30D | +10.6% | +10.1% | +0.5% | +5.4% |
| 3M | +0.5% | 0.0% | +0.5% | +0.3% |
| 6M | +12.1% | +15.7% | -3.6% | +4.3% |
| YTD | +8.9% | +12.6% | -3.7% | +2.5% |
| 1Y | +7.5% | +10.1% | -2.6% | +2.2% |
| 3Y | -10.7% | +2.1% | -12.9% | -13.8% |
| All | -14.1% | -0.7% | -13.4% | -16.2% |
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 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