+14.7%
KMB vs A
+236.6%
-221.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.9% |
| 7D | -8.6% | -4.4% | -4.2% | -7.9% |
| 30D | -7.5% | -2.7% | -4.9% | -7.1% |
| 3M | -0.6% | +7.0% | -7.7% | -2.0% |
| 6M | -1.5% | +24.6% | -26.2% | -5.9% |
| YTD | +1.6% | +7.0% | -5.4% | -0.4% |
| 1Y | -20.8% | +15.6% | -36.4% | -23.6% |
| 3Y | -12.4% | +29.9% | -42.3% | -19.0% |
| 5Y | -12.9% | -15.4% | +2.4% | -12.6% |
| 10Y | +14.7% | +248.9% | -234.1% | -18.5% |
| All | +14.7% | +236.6% | -221.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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