-12.9%
KMB vs JBL
+410.1%
-423.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -8.6% | +4.0% | -12.6% | -8.6% |
| 30D | -7.5% | -7.5% | 0.0% | -7.5% |
| 3M | -0.6% | -14.1% | +13.4% | -0.6% |
| 6M | -1.5% | +25.9% | -27.4% | -2.2% |
| YTD | +1.6% | +36.7% | -35.1% | +0.8% |
| 1Y | -20.8% | +49.0% | -69.8% | -21.5% |
| 3Y | -12.4% | +191.8% | -204.2% | -15.9% |
| 5Y | -12.9% | +409.8% | -422.7% | -21.4% |
| All | -12.9% | +410.1% | -423.0% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling