+1.6%
KMB vs ALL
+113.3%
-111.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +0.1% | -2.6% | +2.6% | +0.7% |
| 30D | +10.2% | +12.7% | -2.5% | +7.1% |
| 3M | +1.5% | +0.4% | +1.1% | +1.2% |
| 6M | +16.6% | +23.8% | -7.2% | +10.5% |
| YTD | +12.1% | +27.8% | -15.7% | +5.2% |
| 1Y | +11.1% | +28.9% | -17.8% | +4.0% |
| All | +1.6% | +113.3% | -111.7% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling