+675.5%
KMB vs HIG
+997.5%
-322.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.3% |
| 7D | +6.0% | +2.1% | +3.9% | +5.8% |
| 30D | +13.5% | +6.7% | +6.8% | +12.8% |
| 3M | +3.8% | -1.9% | +5.7% | +4.0% |
| 6M | +15.6% | +5.3% | +10.2% | +15.0% |
| YTD | +14.0% | +1.3% | +12.7% | +13.8% |
| 1Y | +12.9% | +7.2% | +5.7% | +12.1% |
| 3Y | +3.7% | +96.6% | -92.9% | -3.2% |
| 5Y | -0.1% | +110.0% | -110.1% | -7.7% |
| 10Y | +41.1% | +268.4% | -227.2% | +20.9% |
| All | +675.5% | +997.5% | -322.0% | +298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling