+40.2%
KMB vs WM
+327.3%
-287.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | +6.0% | +1.2% | +4.9% | +5.5% |
| 30D | +13.5% | +13.7% | -0.2% | +7.1% |
| 3M | +3.8% | +5.2% | -1.5% | +1.4% |
| 6M | +15.6% | +11.2% | +4.4% | +10.0% |
| YTD | +14.0% | +9.4% | +4.6% | +8.7% |
| 1Y | +12.9% | +20.4% | -7.4% | +2.9% |
| 3Y | +3.7% | +44.7% | -41.0% | -14.7% |
| 5Y | -0.1% | +58.5% | -58.5% | -22.6% |
| All | +40.2% | +327.3% | -287.1% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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