-5.6%
KMB vs ALL
+150.1%
-155.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -3.0% | 0.0% | -3.1% | -3.0% |
| 30D | -5.5% | -1.5% | -4.0% | -5.3% |
| 3M | +14.0% | +23.6% | -9.6% | +8.5% |
| 6M | +4.1% | +22.3% | -18.3% | -0.9% |
| YTD | +8.0% | +26.5% | -18.5% | +2.0% |
| 1Y | -13.7% | +27.0% | -40.7% | -18.8% |
| All | -5.6% | +150.1% | -155.7% | -18.4% |
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 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