+13.6%
KMB vs S
+36.5%
-22.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +4.2% |
| 7D | +0.4% | -8.2% | +8.6% | +0.3% |
| 30D | +14.0% | -7.6% | +21.7% | +14.1% |
| 3M | -1.3% | +12.0% | -13.3% | -1.3% |
| 6M | +16.7% | +50.6% | -33.9% | +16.8% |
| YTD | +12.0% | +56.6% | -44.6% | +12.0% |
| 1Y | +13.6% | +39.2% | -25.6% | +14.2% |
| All | +13.6% | +36.5% | -22.9% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling