+1,201.1%
KMB vs JBL
+42,637.0%
-41,435.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | -3.0% | +3.0% | -6.1% | -3.2% |
| 30D | -5.5% | -8.3% | +2.8% | -5.1% |
| 3M | +14.0% | -16.9% | +30.9% | +14.8% |
| 6M | +4.1% | +21.8% | -17.7% | +2.6% |
| YTD | +8.0% | +36.3% | -28.3% | +5.8% |
| 1Y | -13.7% | +49.5% | -63.2% | -16.1% |
| 3Y | -5.9% | +170.6% | -176.6% | -12.3% |
| 5Y | -8.6% | +408.4% | -417.0% | -18.1% |
| 10Y | +17.3% | +1,450.4% | -1,433.1% | -2.4% |
| All | +1,201.1% | +42,637.0% | -41,435.9% | +792.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling