+1,862.7%
KMB vs WY
+612.4%
+1,250.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.7% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | +10.1% | +10.1% | 0.0% | +7.6% |
| 3M | 0.0% | -15.4% | +15.4% | +4.0% |
| 6M | +15.7% | -8.3% | +24.0% | +17.9% |
| YTD | +12.6% | -9.8% | +22.5% | +14.9% |
| 1Y | +10.1% | -3.9% | +14.0% | +10.6% |
| 3Y | +2.1% | -23.3% | +25.5% | +6.9% |
| 5Y | -0.7% | -31.2% | +30.5% | +5.1% |
| 10Y | +38.5% | +5.5% | +33.0% | +22.8% |
| All | +1,862.7% | +612.4% | +1,250.2% | +740.1% |
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