-6.6%
KMB vs WAB
+162.1%
-168.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -3.0% | -3.2% | +0.2% | -2.8% |
| 30D | -5.5% | -4.4% | -1.0% | -5.2% |
| 3M | +14.0% | +7.9% | +6.1% | +13.3% |
| 6M | +4.1% | +8.7% | -4.6% | +3.3% |
| YTD | +8.0% | +33.0% | -24.9% | +6.5% |
| 1Y | -13.7% | +46.7% | -60.4% | -15.3% |
| All | -6.6% | +162.1% | -168.6% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling