-10.9%
KMB vs WING
-35.4%
+24.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -1.9% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -5.0% | -6.0% | +1.0% | -4.9% |
| 3M | +6.6% | -23.5% | +30.0% | +7.5% |
| 6M | +1.0% | -52.0% | +53.0% | +2.9% |
| YTD | +6.0% | -53.8% | +59.8% | +7.9% |
| 1Y | -16.6% | -63.8% | +47.2% | -14.6% |
| 3Y | -8.6% | -30.8% | +22.1% | -11.3% |
| 5Y | -10.9% | -34.3% | +23.4% | -19.1% |
| All | -10.9% | -35.4% | +24.6% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling