+38.7%
KMB vs WING
+742.9%
-704.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.4% | -5.2% | +2.8% |
| 7D | +3.4% | +8.6% | -5.2% | +2.9% |
| 30D | +14.7% | +44.8% | -30.1% | +12.3% |
| 3M | +3.3% | +51.9% | -48.7% | +0.7% |
| 6M | +16.8% | +37.2% | -20.4% | +14.4% |
| YTD | +15.2% | -25.3% | +40.5% | +15.8% |
| 1Y | +13.3% | -25.1% | +38.4% | +13.7% |
| 3Y | +5.4% | -12.9% | +18.4% | +2.2% |
| 5Y | +2.7% | +12.0% | -9.3% | -4.1% |
| 10Y | +38.7% | +716.5% | -677.8% | +11.4% |
| All | +38.7% | +742.9% | -704.2% | +11.4% |
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