+2.7%
KMB vs HIG
+109.3%
-106.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | +3.4% | -0.5% | +3.9% | +3.6% |
| 30D | +14.7% | +4.5% | +10.2% | +13.5% |
| 3M | +3.3% | -5.5% | +8.7% | +4.7% |
| 6M | +16.8% | +3.1% | +13.7% | +15.8% |
| YTD | +15.2% | -0.8% | +16.0% | +15.2% |
| 1Y | +13.3% | +6.1% | +7.2% | +11.4% |
| 3Y | +5.4% | +94.1% | -88.7% | -9.3% |
| 5Y | +2.7% | +106.4% | -103.7% | -13.4% |
| All | +2.7% | +109.3% | -106.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 5y: compounded portfolio wealth divided by compounded HIG 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…
5y analysis · Full analysis span regression · 6 months rolling