-10.9%
KMB vs JAAA
+26.4%
-37.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -5.0% | +0.5% | -5.5% | -5.3% |
| 3M | +6.6% | +1.2% | +5.4% | +5.8% |
| 6M | +1.0% | +2.8% | -1.9% | -0.6% |
| YTD | +6.0% | +3.2% | +2.8% | +4.1% |
| 1Y | -16.6% | +4.8% | -21.5% | -18.9% |
| 3Y | -8.6% | +19.0% | -27.6% | -19.2% |
| 5Y | -10.9% | +26.8% | -37.7% | -24.0% |
| All | -10.9% | +26.4% | -37.3% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling