+377.0%
KMB vs JHX
+2,357.9%
-1,980.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -2.7% | +4.5% | -7.2% | -3.2% |
| 30D | -5.0% | -1.2% | -3.8% | -4.9% |
| 3M | +6.6% | +32.8% | -26.2% | +3.4% |
| 6M | +1.0% | +41.2% | -40.2% | -2.9% |
| YTD | +6.0% | +43.9% | -37.9% | +1.5% |
| 1Y | -16.6% | +48.0% | -64.7% | -20.5% |
| 3Y | -8.6% | +1.2% | -9.8% | -12.0% |
| 5Y | -10.9% | -22.6% | +11.8% | -13.0% |
| 10Y | +16.8% | +111.5% | -94.6% | -1.2% |
| All | +377.0% | +2,357.9% | -1,980.9% | +242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling