-1.3%
KMB vs JAAA
+27.5%
-28.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +10.1% | +0.4% | +9.7% | +9.8% |
| 3M | 0.0% | +1.2% | -1.2% | -0.7% |
| 6M | +15.7% | +2.3% | +13.4% | +14.1% |
| YTD | +12.6% | +4.0% | +8.7% | +10.1% |
| 1Y | +10.1% | +4.8% | +5.3% | +7.1% |
| 3Y | +2.1% | +18.4% | -16.3% | -9.4% |
| All | -1.3% | +27.5% | -28.9% | -18.6% |
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