+1.5%
KMB vs RF
+42.4%
-40.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +1.7% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | +14.1% | +5.0% | +9.1% | +13.7% |
| 3M | -0.5% | -10.0% | +9.5% | +0.4% |
| 6M | +16.6% | +3.3% | +13.3% | +16.3% |
| YTD | +13.7% | +7.9% | +5.8% | +13.0% |
| 1Y | +16.1% | +21.2% | -5.2% | +14.3% |
| 3Y | +4.7% | +105.8% | -101.1% | -1.9% |
| 5Y | +1.5% | +43.7% | -42.2% | -0.9% |
| All | +1.5% | +42.4% | -40.9% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling