-0.1%
KMB vs WY
-32.7%
+32.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.5% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +13.5% | +8.0% | +5.5% | +11.5% |
| 3M | +3.8% | -17.7% | +21.4% | +8.1% |
| 6M | +15.6% | -10.8% | +26.3% | +18.3% |
| YTD | +14.0% | -10.6% | +24.6% | +16.3% |
| 1Y | +12.9% | -5.7% | +18.7% | +13.9% |
| 3Y | +3.7% | -24.8% | +28.5% | +8.2% |
| 5Y | -0.1% | -31.7% | +31.7% | +3.6% |
| All | -0.1% | -32.7% | +32.7% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling