+1,129.6%
KMB vs ARWR
-97.0%
+1,226.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.0% | +1.7% | -4.7% | -3.0% |
| 30D | -5.5% | -0.7% | -4.8% | -5.5% |
| 3M | +14.0% | +14.9% | -0.9% | +13.9% |
| 6M | +4.1% | +32.6% | -28.5% | +4.0% |
| YTD | +8.0% | +30.0% | -22.0% | +7.9% |
| 1Y | -13.7% | +208.4% | -222.1% | -14.1% |
| 3Y | -5.9% | +208.8% | -214.7% | -6.5% |
| 5Y | -8.6% | +27.8% | -36.4% | -9.0% |
| 10Y | +17.3% | +1,107.6% | -1,090.3% | +15.3% |
| All | +1,129.6% | -97.0% | +1,226.7% | +1,093.6% |
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 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