+1,281.6%
KMB vs ALL
+3,598.8%
-2,317.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.6% | -0.8% |
| 7D | +0.5% | -1.9% | +2.4% | +0.9% |
| 30D | +12.4% | +13.8% | -1.4% | +9.1% |
| 3M | +1.0% | -7.0% | +8.0% | +2.6% |
| 6M | +12.1% | +18.0% | -5.9% | +7.6% |
| YTD | +11.6% | +24.2% | -12.6% | +5.6% |
| 1Y | +13.1% | +31.2% | -18.1% | +5.6% |
| 3Y | +1.6% | +107.5% | -106.0% | -15.7% |
| 5Y | -0.3% | +144.8% | -145.1% | -21.9% |
| 10Y | +37.9% | +375.8% | -337.8% | -8.8% |
| All | +1,281.6% | +3,598.8% | -2,317.2% | +432.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling