+38.3%
KMB vs JBL
+1,148.2%
-1,109.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.2% |
| 7D | +0.9% | +6.3% | -5.4% | +0.6% |
| 30D | +10.1% | -13.5% | +23.6% | +10.8% |
| 3M | 0.0% | -31.3% | +31.4% | +2.0% |
| 6M | +15.7% | -28.4% | +44.1% | +17.3% |
| YTD | +12.6% | +11.6% | +1.1% | +10.1% |
| 1Y | +10.1% | +26.1% | -16.0% | +6.6% |
| 3Y | +2.1% | +97.4% | -95.2% | -6.6% |
| 5Y | -0.7% | +301.0% | -301.7% | -18.0% |
| All | +38.3% | +1,148.2% | -1,109.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling