+708.6%
KMB vs WAT
+12,102.7%
-11,394.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +0.5% | -1.1% | +1.6% | +0.6% |
| 30D | +12.4% | +5.0% | +7.4% | +11.7% |
| 3M | +1.0% | +14.5% | -13.5% | -0.6% |
| 6M | +12.1% | +30.9% | -18.8% | +8.6% |
| YTD | +11.6% | +20.5% | -8.9% | +8.6% |
| 1Y | +13.1% | +23.3% | -10.2% | +9.7% |
| 3Y | +1.6% | +81.5% | -79.9% | -6.8% |
| 5Y | -0.3% | +33.4% | -33.7% | -6.2% |
| 10Y | +37.9% | +231.5% | -193.6% | +16.3% |
| All | +708.6% | +12,102.7% | -11,394.1% | +418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling