-2.7%
KMB vs ARWR
-38.4%
+35.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | -1.4% |
| 7D | -3.0% | -17.9% | +15.0% | -2.3% |
| 30D | +9.1% | -18.9% | +27.9% | +9.8% |
| 3M | -0.4% | -46.0% | +45.5% | +1.7% |
| 6M | +13.0% | -40.3% | +53.3% | +14.8% |
| YTD | +10.3% | -29.0% | +39.3% | +11.1% |
| 1Y | +8.2% | +13.8% | -5.6% | +6.7% |
| 3Y | +0.4% | +74.9% | -74.5% | -4.2% |
| 5Y | -2.7% | -36.2% | +33.5% | -9.1% |
| All | -2.7% | -38.4% | +35.7% | -9.1% |
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 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