+16.8%
KMB vs ARWR
+1,075.6%
-1,058.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | -2.7% | +2.9% | -5.6% | -2.8% |
| 30D | -5.0% | -2.9% | -2.1% | -5.0% |
| 3M | +6.6% | +15.2% | -8.7% | +6.2% |
| 6M | +1.0% | +42.3% | -41.3% | 0.0% |
| YTD | +6.0% | +28.2% | -22.2% | +5.2% |
| 1Y | -16.6% | +213.2% | -229.9% | -18.9% |
| 3Y | -8.6% | +184.6% | -193.3% | -11.8% |
| 5Y | -10.9% | +29.2% | -40.1% | -13.5% |
| 10Y | +16.8% | +1,012.5% | -995.7% | +13.3% |
| All | +16.8% | +1,075.6% | -1,058.7% | +13.3% |
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