+13.5%
KMB vs JHX
+106.3%
-92.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -6.5% | -6.3% | -0.2% | -5.8% |
| 30D | -8.8% | -7.7% | -1.1% | -8.1% |
| 3M | -2.2% | +19.2% | -21.3% | -4.1% |
| 6M | +0.7% | +38.3% | -37.6% | -3.2% |
| YTD | +1.0% | +37.2% | -36.2% | -2.9% |
| 1Y | -20.3% | +42.3% | -62.6% | -23.8% |
| 3Y | -13.3% | -4.4% | -8.9% | -16.3% |
| 5Y | -12.9% | -26.4% | +13.4% | -14.6% |
| All | +13.5% | +106.3% | -92.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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