-1.5%
KMB vs JHX
+39.5%
-41.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.6% |
| 7D | -8.6% | +1.6% | -10.2% | -8.8% |
| 30D | -7.5% | -5.0% | -2.5% | -6.7% |
| 3M | -0.6% | +24.5% | -25.1% | -4.3% |
| 6M | -1.5% | +34.9% | -36.5% | -8.2% |
| All | -1.5% | +39.5% | -41.1% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling