+38.7%
KMB vs Z
-11.7%
+50.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +3.0% |
| 7D | +3.4% | -5.2% | +8.6% | +3.6% |
| 30D | +14.7% | +5.7% | +9.0% | +14.4% |
| 3M | +3.3% | -8.7% | +12.0% | +3.6% |
| 6M | +16.8% | -26.0% | +42.8% | +17.9% |
| YTD | +15.2% | -55.0% | +70.3% | +18.2% |
| 1Y | +13.3% | -58.0% | +71.3% | +16.5% |
| 3Y | +5.4% | -15.2% | +20.6% | +5.1% |
| 5Y | +2.7% | -53.8% | +56.5% | +2.9% |
| 10Y | +38.7% | -14.5% | +53.2% | +29.5% |
| All | +38.7% | -11.7% | +50.3% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling