+38.3%
KMB vs RF
+223.4%
-185.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +2.0% |
| 7D | +0.9% | +1.9% | -1.0% | +0.8% |
| 30D | +10.1% | +7.3% | +2.8% | +9.5% |
| 3M | 0.0% | -7.9% | +8.0% | +0.7% |
| 6M | +15.7% | +10.5% | +5.2% | +14.8% |
| YTD | +12.6% | +9.6% | +3.0% | +11.7% |
| 1Y | +10.1% | +20.3% | -10.2% | +8.4% |
| 3Y | +2.1% | +119.5% | -117.4% | -4.8% |
| 5Y | -0.7% | +48.2% | -48.9% | -5.2% |
| All | +38.3% | +223.4% | -185.1% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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