+1,170.3%
KMB vs ARWR
-98.0%
+1,268.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.1% | -1.8% |
| 7D | +0.5% | -2.9% | +3.4% | +0.5% |
| 30D | +12.4% | -5.4% | +17.8% | +12.4% |
| 3M | +1.0% | -32.2% | +33.2% | +1.1% |
| 6M | +12.1% | -26.5% | +38.7% | +12.2% |
| YTD | +11.6% | -12.4% | +24.0% | +11.6% |
| 1Y | +13.1% | +46.9% | -33.8% | +12.9% |
| 3Y | +1.6% | +116.0% | -114.4% | +1.1% |
| 5Y | -0.3% | -28.0% | +27.6% | -0.6% |
| 10Y | +37.9% | +923.9% | -886.0% | +35.7% |
| All | +1,170.3% | -98.0% | +1,268.3% | +1,134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling