+35.5%
KMB vs ARWR
+1,009.4%
-974.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | -1.4% |
| 7D | -3.0% | -17.9% | +15.0% | -2.6% |
| 30D | +9.1% | -18.9% | +27.9% | +9.5% |
| 3M | -0.4% | -46.0% | +45.5% | +0.8% |
| 6M | +13.0% | -40.3% | +53.3% | +14.0% |
| YTD | +10.3% | -29.0% | +39.3% | +10.8% |
| 1Y | +8.2% | +13.8% | -5.6% | +7.4% |
| 3Y | +0.4% | +74.9% | -74.5% | -2.1% |
| 5Y | -2.7% | -36.2% | +33.5% | -4.4% |
| All | +35.5% | +1,009.4% | -974.0% | +30.9% |
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