+1,237.4%
KMB vs ALL
+3,667.9%
-2,430.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 6M | +4.1% | +22.3% | -18.3% | -1.0% |
| YTD | +8.0% | +26.5% | -18.5% | +1.8% |
| 1Y | -13.7% | +27.0% | -40.7% | -18.9% |
| 3Y | -5.9% | +149.6% | -155.5% | -25.3% |
| 5Y | -8.6% | +118.1% | -126.7% | -26.4% |
| 10Y | +17.3% | +369.0% | -351.7% | -22.2% |
| All | +1,237.4% | +3,667.9% | -2,430.5% | +413.8% |
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 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