+13.5%
KMB vs WTW
+198.0%
-184.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -6.5% | -5.7% | -0.8% | -5.1% |
| 30D | -8.8% | -7.3% | -1.6% | -7.1% |
| 3M | -2.2% | +21.5% | -23.6% | -7.0% |
| 6M | +0.7% | +9.6% | -9.0% | -2.3% |
| YTD | +1.0% | -3.3% | +4.3% | +0.9% |
| 1Y | -20.3% | -6.1% | -14.2% | -19.9% |
| 3Y | -13.3% | +61.8% | -75.1% | -25.5% |
| 5Y | -12.9% | +42.7% | -55.6% | -23.6% |
| All | +13.5% | +198.0% | -184.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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