+1,886.5%
KMB vs WY
+606.3%
+1,280.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 3M | +3.8% | -17.7% | +21.4% | +8.6% |
| 6M | +15.6% | -10.8% | +26.3% | +18.5% |
| YTD | +14.0% | -10.6% | +24.6% | +16.6% |
| 1Y | +12.9% | -5.7% | +18.7% | +13.9% |
| 3Y | +3.7% | -24.8% | +28.5% | +9.0% |
| 5Y | -0.1% | -31.7% | +31.7% | +5.9% |
| 10Y | +41.1% | +2.9% | +38.2% | +25.9% |
| All | +1,886.5% | +606.3% | +1,280.3% | +752.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling