+38.7%
KMB vs ACWI
+226.8%
-188.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +2.3% |
| 7D | +3.4% | +0.3% | +3.1% | +3.2% |
| 30D | +14.7% | -2.8% | +17.5% | +15.8% |
| 3M | +3.3% | -3.2% | +6.4% | +4.4% |
| 6M | +16.8% | +1.3% | +15.5% | +15.9% |
| YTD | +15.2% | +11.2% | +4.0% | +10.1% |
| 1Y | +13.3% | +13.8% | -0.5% | +7.3% |
| 3Y | +5.4% | +76.2% | -70.8% | -17.6% |
| 5Y | +2.7% | +59.5% | -56.8% | -16.9% |
| 10Y | +38.7% | +222.2% | -183.5% | -24.9% |
| All | +38.7% | +226.8% | -188.2% | -24.9% |
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