+889.0%
KMB vs WAB
+4,092.2%
-3,203.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -3.0% | -3.2% | +0.2% | -2.6% |
| 30D | -5.5% | -4.4% | -1.0% | -5.0% |
| 3M | +14.0% | +7.9% | +6.1% | +12.7% |
| 6M | +4.1% | +8.7% | -4.6% | +2.7% |
| YTD | +8.0% | +33.0% | -24.9% | +4.0% |
| 1Y | -13.7% | +46.7% | -60.4% | -18.1% |
| 3Y | -5.9% | +153.0% | -158.9% | -17.3% |
| 5Y | -8.6% | +222.3% | -230.9% | -22.7% |
| 10Y | +17.3% | +291.0% | -273.7% | -7.3% |
| All | +889.0% | +4,092.2% | -3,203.2% | +436.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling