0.0%
KMB vs COMP
-53.0%
+52.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.4% | -0.9% |
| 7D | +6.0% | +7.2% | -1.2% | +5.9% |
| 30D | +13.5% | +6.4% | +7.1% | +13.3% |
| 3M | +3.8% | -19.4% | +23.2% | +4.1% |
| 6M | +15.6% | +14.6% | +1.0% | +15.2% |
| YTD | +14.0% | -5.5% | +19.5% | +13.6% |
| 1Y | +12.9% | +13.7% | -0.7% | +12.3% |
| 3Y | +3.7% | +409.7% | -406.0% | +1.3% |
| 5Y | -0.1% | -17.0% | +17.0% | -7.6% |
| All | 0.0% | -53.0% | +52.9% | -10.4% |
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