+2.1%
KMB vs Z
-18.1%
+20.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +1.8% |
| 7D | +0.9% | +0.8% | +0.1% | +0.8% |
| 30D | +10.1% | +5.2% | +4.9% | +9.6% |
| 3M | 0.0% | -17.0% | +17.1% | +1.0% |
| 6M | +15.7% | -22.7% | +38.3% | +16.9% |
| YTD | +12.6% | -56.3% | +69.0% | +16.4% |
| 1Y | +10.1% | -57.7% | +67.8% | +13.9% |
| 3Y | +2.1% | -16.5% | +18.7% | +3.6% |
| All | +2.1% | -18.1% | +20.3% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling