-1.5%
KMB vs WYNN
-8.1%
+6.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -3.5% |
| 7D | -8.6% | -1.4% | -7.2% | -8.2% |
| 30D | -7.5% | -11.8% | +4.2% | -4.2% |
| 3M | -0.6% | -15.8% | +15.2% | +5.0% |
| 6M | -1.5% | -10.7% | +9.2% | +1.3% |
| All | -1.5% | -8.1% | +6.6% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling