-2.7%
KMB vs ALL
+161.8%
-164.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -1.9% |
| 7D | -3.0% | 0.0% | -2.9% | -3.0% |
| 30D | +9.1% | +12.8% | -3.8% | +6.5% |
| 3M | -0.4% | +4.7% | -5.1% | -1.4% |
| 6M | +13.0% | +24.9% | -12.0% | +7.9% |
| YTD | +10.3% | +30.0% | -19.6% | +4.4% |
| 1Y | +8.2% | +29.9% | -21.7% | +2.4% |
| 3Y | +0.4% | +117.5% | -117.2% | -12.9% |
| 5Y | -2.7% | +161.7% | -164.4% | -21.1% |
| All | -2.7% | +161.8% | -164.5% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling