-43.1%
KHC vs KMB
+45.0%
-88.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.2% |
| 7D | -1.8% | -3.0% | +1.3% | -0.1% |
| 30D | -1.9% | -5.5% | +3.6% | +1.3% |
| 3M | +14.4% | +14.0% | +0.4% | +6.4% |
| 6M | +8.7% | +4.1% | +4.6% | +6.1% |
| YTD | +7.8% | +8.0% | -0.3% | +3.0% |
| 1Y | -1.5% | -13.7% | +12.2% | +5.6% |
| 3Y | -9.9% | -5.9% | -3.9% | -9.1% |
| 5Y | -10.7% | -8.6% | -2.1% | -9.4% |
| 10Y | -55.7% | +17.3% | -73.0% | -62.3% |
| All | -43.1% | +45.0% | -88.1% | -63.2% |
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