-5.6%
KMB vs WING
-29.7%
+24.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -3.0% | -3.9% | +0.8% | -3.0% |
| 30D | -5.5% | -11.6% | +6.1% | -5.3% |
| 3M | +14.0% | -24.2% | +38.2% | +14.5% |
| 6M | +4.1% | -54.1% | +58.2% | +4.3% |
| YTD | +8.0% | -53.9% | +61.9% | +8.3% |
| 1Y | -13.7% | -64.4% | +50.6% | -13.6% |
| All | -5.6% | -29.7% | +24.0% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling