+39.0%
KMB vs Z
+6.9%
+32.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.7% |
| 7D | +0.5% | -4.6% | +5.0% | +0.6% |
| 30D | +12.4% | +8.3% | +4.1% | +11.9% |
| 3M | +1.0% | -11.6% | +12.6% | +1.4% |
| 6M | +12.1% | -33.6% | +45.8% | +13.8% |
| YTD | +11.6% | -56.7% | +68.3% | +14.8% |
| 1Y | +13.1% | -59.1% | +72.2% | +16.6% |
| 3Y | +1.6% | -20.4% | +21.9% | +1.4% |
| 5Y | -0.3% | -55.3% | +54.9% | +0.1% |
| 10Y | +37.9% | -14.2% | +52.1% | +28.5% |
| All | +39.0% | +6.9% | +32.1% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling