-14.8%
KMB vs WYNN
-26.4%
+11.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.8% |
| 7D | -4.2% | -3.9% | -0.3% | -4.0% |
| 30D | -6.6% | -9.3% | +2.7% | -6.1% |
| 3M | +12.6% | -11.4% | +24.1% | +13.3% |
| 6M | +2.9% | -11.0% | +13.8% | +3.3% |
| YTD | +6.8% | -23.4% | +30.1% | +5.3% |
| 1Y | -14.8% | -24.8% | +10.0% | -15.0% |
| All | -14.8% | -26.4% | +11.6% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling