+35.5%
KMB vs WAT
+223.8%
-188.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | -3.0% | +2.0% | -5.0% | -3.3% |
| 30D | +9.1% | +7.7% | +1.4% | +7.7% |
| 3M | -0.4% | +11.1% | -11.5% | -2.2% |
| 6M | +13.0% | +31.2% | -18.3% | +7.6% |
| YTD | +10.3% | +21.7% | -11.3% | +5.8% |
| 1Y | +8.2% | +19.3% | -11.1% | +4.1% |
| 3Y | +0.4% | +80.6% | -80.2% | -12.9% |
| 5Y | -2.7% | +29.5% | -32.2% | -11.1% |
| All | +35.5% | +223.8% | -188.3% | -0.6% |
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