+36.0%
KMB vs ACWI
+219.0%
-183.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.5% | -2.4% | +2.8% | +1.3% |
| 30D | +12.4% | -5.2% | +17.6% | +14.5% |
| 3M | +1.0% | -4.8% | +5.8% | +2.7% |
| 6M | +12.1% | -1.3% | +13.5% | +12.3% |
| YTD | +11.6% | +8.4% | +3.2% | +7.7% |
| 1Y | +13.1% | +11.0% | +2.1% | +8.1% |
| 3Y | +1.6% | +70.6% | -69.0% | -19.6% |
| 5Y | -0.3% | +55.3% | -55.6% | -18.6% |
| All | +36.0% | +219.0% | -183.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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