+339.7%
KMB vs HBM
+471.0%
-131.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.6% | -0.9% |
| 7D | +6.0% | +2.4% | +3.7% | +5.9% |
| 30D | +13.5% | -16.0% | +29.5% | +14.1% |
| 3M | +3.8% | -21.3% | +25.1% | +4.5% |
| 6M | +15.6% | -12.2% | +27.8% | +15.5% |
| YTD | +14.0% | +10.7% | +3.3% | +12.7% |
| 1Y | +12.9% | +30.3% | -17.4% | +10.8% |
| 3Y | +3.7% | +432.2% | -428.5% | -5.1% |
| 5Y | -0.1% | +218.8% | -218.9% | -7.8% |
| 10Y | +41.1% | +281.4% | -240.2% | +21.1% |
| All | +339.7% | +471.0% | -131.3% | +237.1% |
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