+35.5%
KMB vs WAB
+269.8%
-234.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -3.0% | +7.9% | -10.9% | -3.7% |
| 30D | +9.1% | +4.9% | +4.2% | +8.5% |
| 3M | -0.4% | +1.8% | -2.2% | -0.7% |
| 6M | +13.0% | +12.0% | +1.0% | +11.5% |
| YTD | +10.3% | +41.3% | -30.9% | +6.4% |
| 1Y | +8.2% | +43.8% | -35.6% | +4.1% |
| 3Y | +0.4% | +171.1% | -170.7% | -10.2% |
| 5Y | -2.7% | +217.7% | -220.4% | -14.9% |
| All | +35.5% | +269.8% | -234.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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