-5.6%
KMB vs W
+39.1%
-44.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.7% |
| 7D | -3.0% | -4.2% | +1.1% | -2.9% |
| 30D | -5.5% | -7.6% | +2.1% | -5.3% |
| 3M | +14.0% | +37.2% | -23.2% | +13.3% |
| 6M | +4.1% | +26.3% | -22.2% | +3.4% |
| YTD | +8.0% | -1.0% | +9.0% | +7.4% |
| 1Y | -13.7% | +20.1% | -33.8% | -14.3% |
| All | -5.6% | +39.1% | -44.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling