+16.8%
KMB vs WAT
+153.6%
-136.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.7% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -5.0% | -1.0% | -4.1% | -4.9% |
| 3M | +6.6% | +10.9% | -4.3% | +4.7% |
| 6M | +1.0% | +33.2% | -32.2% | -4.2% |
| YTD | +6.0% | +6.1% | -0.1% | +4.1% |
| 1Y | -16.6% | +30.2% | -46.9% | -21.2% |
| 3Y | -8.6% | +52.9% | -61.5% | -18.4% |
| 5Y | -10.9% | -5.1% | -5.7% | -13.3% |
| 10Y | +16.8% | +152.6% | -135.8% | -10.5% |
| All | +16.8% | +153.6% | -136.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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