+369.8%
KMB vs WYNN
+1,177.3%
-807.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -7.7% | -3.4% | -4.2% | -7.5% |
| 30D | -8.2% | -15.4% | +7.2% | -7.1% |
| 3M | -1.9% | -15.8% | +13.9% | -0.8% |
| 6M | -0.7% | -13.5% | +12.8% | +0.3% |
| YTD | +1.4% | -26.0% | +27.4% | +3.3% |
| 1Y | -19.1% | -27.4% | +8.3% | -17.6% |
| 3Y | -12.6% | -3.7% | -8.9% | -13.5% |
| 5Y | -12.7% | -9.8% | -2.9% | -14.6% |
| 10Y | +14.5% | +1.1% | +13.4% | +4.3% |
| All | +369.8% | +1,177.3% | -807.5% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling