+1,782.5%
KMB vs OMC
+6,006.3%
-4,223.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.1% |
| 7D | -3.0% | -6.4% | +3.4% | -1.9% |
| 30D | -5.5% | +1.1% | -6.6% | -5.7% |
| 3M | +14.0% | +10.4% | +3.6% | +11.7% |
| 6M | +4.1% | -1.7% | +5.8% | +4.1% |
| YTD | +8.0% | +4.4% | +3.6% | +6.3% |
| 1Y | -13.7% | +8.4% | -22.2% | -15.8% |
| 3Y | -5.9% | +14.4% | -20.3% | -10.1% |
| 5Y | -8.6% | +33.9% | -42.5% | -16.5% |
| 10Y | +17.3% | +34.9% | -17.6% | +3.6% |
| All | +1,782.5% | +6,006.3% | -4,223.8% | +702.7% |
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 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