+334.3%
KMB vs WTW
+1,174.9%
-840.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -3.0% | -2.6% | -0.4% | -2.5% |
| 30D | -5.5% | -1.0% | -4.5% | -5.3% |
| 3M | +14.0% | +29.9% | -15.9% | +7.6% |
| 6M | +4.1% | +10.7% | -6.6% | +1.3% |
| YTD | +8.0% | +2.6% | +5.5% | +6.5% |
| 1Y | -13.7% | +2.8% | -16.5% | -15.1% |
| 3Y | -5.9% | +67.3% | -73.2% | -17.2% |
| 5Y | -8.6% | +56.6% | -65.3% | -19.2% |
| 10Y | +17.3% | +204.1% | -186.8% | -11.2% |
| All | +334.3% | +1,174.9% | -840.6% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling