+734.7%
KMB vs WAT
+12,612.0%
-11,877.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -0.9% | +2.8% |
| 7D | +3.4% | +6.0% | -2.6% | +2.7% |
| 30D | +14.7% | +9.9% | +4.8% | +13.4% |
| 3M | +3.3% | +17.2% | -13.9% | +1.4% |
| 6M | +16.8% | +34.2% | -17.4% | +12.8% |
| YTD | +15.2% | +25.5% | -10.3% | +11.6% |
| 1Y | +13.3% | +28.3% | -15.0% | +9.4% |
| 3Y | +5.4% | +88.4% | -82.9% | -3.7% |
| 5Y | +2.7% | +36.1% | -33.4% | -3.5% |
| 10Y | +38.7% | +234.8% | -196.2% | +16.7% |
| All | +734.7% | +12,612.0% | -11,877.3% | +432.9% |
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