+37.8%
KMB vs WING
+686.1%
-648.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.6% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +10.2% | +32.3% | -22.1% | +8.5% |
| 3M | +1.5% | +50.2% | -48.7% | -1.0% |
| 6M | +16.6% | +31.7% | -15.0% | +14.5% |
| YTD | +12.1% | -29.6% | +41.7% | +13.0% |
| 1Y | +11.1% | -29.7% | +40.8% | +11.9% |
| 3Y | +1.9% | -19.8% | +21.7% | -0.7% |
| 5Y | -1.3% | +3.1% | -4.3% | -7.3% |
| 10Y | +37.8% | +682.9% | -645.1% | +13.6% |
| All | +37.8% | +686.1% | -648.3% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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