+1,273.0%
KMB vs JBL
+34,277.3%
-33,004.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -1.0% |
| 7D | +6.0% | -8.1% | +14.1% | +6.4% |
| 30D | +13.5% | -18.4% | +31.9% | +14.5% |
| 3M | +3.8% | -25.8% | +29.5% | +5.1% |
| 6M | +15.6% | -29.6% | +45.2% | +17.1% |
| YTD | +14.0% | +9.6% | +4.4% | +12.6% |
| 1Y | +12.9% | +14.1% | -1.1% | +11.3% |
| 3Y | +3.7% | +95.9% | -92.2% | -1.7% |
| 5Y | -0.1% | +298.3% | -298.4% | -9.4% |
| 10Y | +41.1% | +1,150.1% | -1,108.9% | +18.6% |
| All | +1,273.0% | +34,277.3% | -33,004.3% | +850.9% |
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