+10.1%
KMB vs ARWR
+17.3%
-7.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.1% |
| 7D | +0.9% | -17.8% | +18.8% | +1.2% |
| 30D | +10.1% | -18.1% | +28.2% | +10.4% |
| 3M | 0.0% | -44.2% | +44.2% | +1.5% |
| 6M | +15.7% | -38.6% | +54.3% | +17.1% |
| YTD | +12.6% | -28.0% | +40.7% | +12.5% |
| 1Y | +10.1% | +16.1% | -6.0% | +8.1% |
| All | +10.1% | +17.3% | -7.2% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling