+10.1%
KMB vs ALL
+30.2%
-20.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +0.9% | +5.0% | -4.1% | -0.4% |
| 30D | +10.1% | +13.3% | -3.2% | +6.7% |
| 3M | 0.0% | +3.2% | -3.1% | -0.9% |
| 6M | +15.7% | +25.3% | -9.7% | +8.9% |
| YTD | +12.6% | +30.5% | -17.8% | +5.1% |
| 1Y | +10.1% | +29.2% | -19.1% | +3.2% |
| All | +10.1% | +30.2% | -20.0% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling