-2.1%
KMB vs COMP
-52.0%
+49.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.6% | -2.1% |
| 7D | +0.5% | +13.4% | -13.0% | +0.2% |
| 30D | +12.4% | +11.1% | +1.3% | +12.1% |
| 3M | +1.0% | -18.8% | +19.8% | +1.3% |
| 6M | +12.1% | +10.5% | +1.6% | +11.8% |
| YTD | +11.6% | -3.4% | +15.0% | +11.1% |
| 1Y | +13.1% | +19.7% | -6.6% | +12.4% |
| 3Y | +1.6% | +381.6% | -380.0% | -0.7% |
| 5Y | -0.3% | -17.6% | +17.3% | -8.1% |
| All | -2.1% | -52.0% | +49.8% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling