+14.7%
KMB vs WY
+5.8%
+9.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -8.6% | -1.7% | -6.9% | -8.3% |
| 30D | -7.5% | -9.9% | +2.3% | -5.5% |
| 3M | -0.6% | -7.5% | +6.9% | +0.9% |
| 6M | -1.5% | -5.1% | +3.6% | -0.6% |
| YTD | +1.6% | -2.1% | +3.7% | +1.7% |
| 1Y | -20.8% | -7.3% | -13.4% | -19.9% |
| 3Y | -12.4% | -22.6% | +10.3% | -9.1% |
| 5Y | -12.9% | -19.8% | +6.9% | -11.6% |
| 10Y | +14.7% | +9.6% | +5.1% | +2.2% |
| All | +14.7% | +5.8% | +9.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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