-13.0%
KMB vs JHX
-5.4%
-7.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | 0.0% |
| 7D | -7.7% | -4.9% | -2.8% | -7.3% |
| 30D | -8.2% | -9.3% | +1.1% | -7.6% |
| 3M | -1.9% | +28.1% | -30.0% | -3.6% |
| 6M | -0.7% | +35.2% | -35.9% | -3.1% |
| YTD | +1.4% | +35.9% | -34.5% | -1.1% |
| 1Y | -19.1% | +42.5% | -61.6% | -21.3% |
| All | -13.0% | -5.4% | -7.6% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling