-0.6%
KMB vs ARWR
-28.9%
+28.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.1% | -1.9% |
| 7D | +0.5% | -2.9% | +3.4% | +0.6% |
| 30D | +12.4% | -5.4% | +17.8% | +12.6% |
| 3M | +1.0% | -32.2% | +33.2% | +2.4% |
| 6M | +12.1% | -26.5% | +38.7% | +13.2% |
| YTD | +11.6% | -12.4% | +24.0% | +11.6% |
| 1Y | +13.1% | +46.9% | -33.8% | +10.6% |
| 3Y | +1.6% | +116.0% | -114.4% | -3.7% |
| All | -0.6% | -28.9% | +28.4% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling