-12.5%
KMB vs JAAA
+29.3%
-41.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | -5.5% | +0.5% | -6.0% | -5.8% |
| 3M | +14.0% | +1.3% | +12.7% | +13.2% |
| 6M | +4.1% | +2.7% | +1.4% | +2.6% |
| YTD | +8.0% | +3.2% | +4.9% | +6.2% |
| 1Y | -13.7% | +4.9% | -18.7% | -16.1% |
| 3Y | -5.9% | +19.0% | -24.9% | -16.3% |
| 5Y | -8.6% | +26.8% | -35.4% | -23.1% |
| All | -12.5% | +29.3% | -41.8% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling