+1,782.5%
KMB vs WY
+688.1%
+1,094.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -3.0% | -1.7% | -1.3% | -2.6% |
| 30D | -5.5% | -10.1% | +4.6% | -3.1% |
| 3M | +14.0% | -5.1% | +19.1% | +15.3% |
| 6M | +4.1% | -4.8% | +8.9% | +5.1% |
| YTD | +8.0% | -0.2% | +8.3% | +7.7% |
| 1Y | -13.7% | -6.6% | -7.1% | -12.8% |
| 3Y | -5.9% | -22.7% | +16.8% | -1.8% |
| 5Y | -8.6% | -22.2% | +13.6% | -6.3% |
| 10Y | +17.3% | +7.3% | +10.0% | +3.6% |
| All | +1,782.5% | +688.1% | +1,094.4% | +687.0% |
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 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