+38.7%
KMB vs ARWR
+921.6%
-882.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -15.3% | +18.6% | +3.5% |
| 7D | +3.4% | -17.3% | +20.7% | +3.8% |
| 30D | +14.7% | -21.5% | +36.2% | +15.2% |
| 3M | +3.3% | -43.8% | +47.1% | +4.5% |
| 6M | +16.8% | -32.3% | +49.1% | +17.6% |
| YTD | +15.2% | -25.8% | +41.1% | +15.6% |
| 1Y | +13.3% | +25.5% | -12.2% | +12.3% |
| 3Y | +5.4% | +84.1% | -78.7% | +2.8% |
| 5Y | +2.7% | -39.2% | +41.9% | +1.0% |
| 10Y | +38.7% | +1,072.4% | -1,033.7% | +33.7% |
| All | +38.7% | +921.6% | -882.9% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling