-16.6%
KMB vs Z
-63.3%
+46.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -1.3% |
| 7D | -2.7% | -3.3% | +0.5% | -2.4% |
| 30D | -5.0% | -3.7% | -1.3% | -4.7% |
| 3M | +6.6% | -7.0% | +13.5% | +6.9% |
| 6M | +1.0% | -29.5% | +30.5% | +1.8% |
| YTD | +6.0% | -52.6% | +58.5% | +8.9% |
| 1Y | -16.6% | -64.0% | +47.4% | -12.0% |
| All | -16.6% | -63.3% | +46.6% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling