-8.6%
KMB vs WY
-23.0%
+14.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | -2.7% | -2.1% | -0.7% | -2.3% |
| 30D | -5.0% | -10.5% | +5.5% | -2.6% |
| 3M | +6.6% | -4.9% | +11.4% | +7.7% |
| 6M | +1.0% | -4.9% | +5.9% | +2.0% |
| YTD | +6.0% | -1.7% | +7.6% | +6.0% |
| 1Y | -16.6% | -9.4% | -7.3% | -15.5% |
| 3Y | -8.6% | -22.3% | +13.7% | -8.0% |
| All | -8.6% | -23.0% | +14.4% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling