+38.7%
KMB vs ALL
+367.3%
-328.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | +3.4% | -3.9% | +7.3% | +4.6% |
| 30D | +14.7% | +10.6% | +4.1% | +11.5% |
| 3M | +3.3% | -4.6% | +7.8% | +4.5% |
| 6M | +16.8% | +20.2% | -3.4% | +10.5% |
| YTD | +15.2% | +23.7% | -8.5% | +7.8% |
| 1Y | +13.3% | +27.9% | -14.6% | +4.9% |
| 3Y | +5.4% | +109.2% | -103.7% | -16.5% |
| 5Y | +2.7% | +148.0% | -145.3% | -25.4% |
| 10Y | +38.7% | +363.8% | -325.1% | -12.4% |
| All | +38.7% | +367.3% | -328.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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