+1,907.5%
KMB vs OMC
+6,508.1%
-4,600.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.8% | +2.8% |
| 7D | +3.4% | +5.4% | -2.0% | +2.4% |
| 30D | +14.7% | +15.7% | -1.0% | +11.6% |
| 3M | +3.3% | +4.9% | -1.6% | +2.3% |
| 6M | +16.8% | +17.3% | -0.5% | +13.1% |
| YTD | +15.2% | +13.0% | +2.2% | +11.7% |
| 1Y | +13.3% | +24.1% | -10.8% | +7.8% |
| 3Y | +5.4% | +31.2% | -25.8% | -1.7% |
| 5Y | +2.7% | +53.4% | -50.6% | -8.5% |
| 10Y | +38.7% | +55.5% | -16.9% | +19.2% |
| All | +1,907.5% | +6,508.1% | -4,600.6% | +743.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling