+1,851.2%
KMB vs WM
+28,817.6%
-26,966.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.9% |
| 7D | +0.4% | +5.9% | -5.6% | -0.5% |
| 30D | +14.0% | +15.4% | -1.4% | +11.7% |
| 3M | -1.3% | +6.3% | -7.7% | -2.2% |
| 6M | +16.7% | +5.6% | +11.1% | +15.8% |
| YTD | +12.0% | +9.9% | +2.1% | +10.4% |
| 1Y | +13.6% | +20.8% | -7.2% | +10.5% |
| 3Y | +3.1% | +48.5% | -45.4% | -2.7% |
| 5Y | +0.8% | +60.6% | -59.8% | -6.2% |
| 10Y | +38.4% | +349.8% | -311.4% | +13.9% |
| All | +1,851.2% | +28,817.6% | -26,966.4% | +1,284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling