-0.3%
KMB vs COMP
-56.6%
+56.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.2% | +9.7% | +1.7% |
| 7D | +0.4% | -1.8% | +2.2% | +0.4% |
| 30D | +14.1% | -0.8% | +14.9% | +14.1% |
| 3M | -0.5% | -28.1% | +27.6% | 0.0% |
| 6M | +16.6% | +27.0% | -10.4% | +16.1% |
| YTD | +13.7% | -12.8% | +26.5% | +13.5% |
| 1Y | +16.1% | +4.9% | +11.2% | +15.6% |
| 3Y | +4.7% | +321.0% | -316.3% | +2.5% |
| 5Y | +1.5% | -25.6% | +27.1% | -6.1% |
| All | -0.3% | -56.6% | +56.3% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling