-19.1%
KMB vs JAAA
+4.7%
-23.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.7% | +0.1% | -7.8% | -7.6% |
| 30D | -8.2% | +0.4% | -8.6% | -8.0% |
| 3M | -1.9% | +1.2% | -3.1% | -0.9% |
| 6M | -0.7% | +2.7% | -3.3% | +3.2% |
| YTD | +1.4% | +3.2% | -1.8% | +6.4% |
| 1Y | -19.1% | +4.8% | -24.0% | -12.3% |
| All | -19.1% | +4.7% | -23.9% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling