+35.5%
KMB vs JBL
+1,176.2%
-1,140.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -3.0% | +10.0% | -12.9% | -3.5% |
| 30D | +9.1% | -18.2% | +27.3% | +10.2% |
| 3M | -0.4% | -29.0% | +28.6% | +1.4% |
| 6M | +13.0% | -25.9% | +38.8% | +14.3% |
| YTD | +10.3% | +14.1% | -3.8% | +7.7% |
| 1Y | +8.2% | +21.7% | -13.4% | +5.1% |
| 3Y | +0.4% | +103.8% | -103.5% | -8.4% |
| 5Y | -2.7% | +310.0% | -312.7% | -19.8% |
| All | +35.5% | +1,176.2% | -1,140.8% | -8.1% |
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