+1,851.2%
KMB vs RF
+1,462.6%
+388.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +4.0% |
| 7D | +0.4% | +2.3% | -1.9% | +0.1% |
| 30D | +14.0% | +7.2% | +6.8% | +13.2% |
| 3M | -1.3% | -8.2% | +6.9% | -0.4% |
| 6M | +16.7% | +7.0% | +9.7% | +15.8% |
| YTD | +12.0% | +10.3% | +1.7% | +10.6% |
| 1Y | +13.6% | +25.1% | -11.4% | +10.6% |
| 3Y | +3.1% | +110.3% | -107.2% | -6.3% |
| 5Y | +0.8% | +47.1% | -46.4% | -5.9% |
| 10Y | +38.4% | +297.9% | -259.6% | +9.6% |
| All | +1,851.2% | +1,462.6% | +388.6% | +800.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling