-8.6%
KMB vs JBL
+189.9%
-198.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -2.7% | +4.4% | -7.1% | -2.6% |
| 30D | -5.0% | -8.4% | +3.4% | -5.3% |
| 3M | +6.6% | -14.2% | +20.7% | +6.2% |
| 6M | +1.0% | +29.6% | -28.6% | +1.3% |
| YTD | +6.0% | +37.1% | -31.1% | +6.5% |
| 1Y | -16.6% | +49.5% | -66.1% | -15.9% |
| 3Y | -8.6% | +192.7% | -201.3% | -6.9% |
| All | -8.6% | +189.9% | -198.5% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling