+316.7%
KMB vs HBM
+613.3%
-296.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -3.0% | -6.4% | +3.3% | -2.8% |
| 30D | -5.5% | +5.9% | -11.4% | -5.7% |
| 3M | +14.0% | -8.9% | +22.9% | +14.1% |
| 6M | +4.1% | +10.7% | -6.6% | +3.2% |
| YTD | +8.0% | +38.3% | -30.2% | +6.0% |
| 1Y | -13.7% | +121.3% | -135.1% | -17.0% |
| 3Y | -5.9% | +450.6% | -456.5% | -13.9% |
| 5Y | -8.6% | +338.0% | -346.6% | -16.7% |
| 10Y | +17.3% | +578.6% | -561.3% | -2.2% |
| All | +316.7% | +613.3% | -296.7% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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