+38.3%
KMB vs OMC
+53.0%
-14.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | +0.9% | +1.9% | -0.9% | +0.6% |
| 30D | +10.1% | +12.2% | -2.1% | +7.7% |
| 3M | 0.0% | +0.6% | -0.6% | -0.2% |
| 6M | +15.7% | +21.0% | -5.3% | +11.4% |
| YTD | +12.6% | +12.4% | +0.3% | +9.5% |
| 1Y | +10.1% | +25.4% | -15.3% | +4.7% |
| 3Y | +2.1% | +29.2% | -27.0% | -4.4% |
| 5Y | -0.7% | +52.6% | -53.3% | -11.8% |
| All | +38.3% | +53.0% | -14.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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