+117.9%
KMI vs KMB
+200.2%
-82.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.8% |
| 7D | +6.0% | -3.0% | +9.0% | +6.9% |
| 30D | -3.4% | +9.1% | -12.5% | -6.1% |
| 3M | +1.8% | -0.4% | +2.2% | +1.5% |
| 6M | +0.4% | +13.0% | -12.5% | -4.0% |
| YTD | +20.8% | +10.3% | +10.5% | +15.8% |
| 1Y | +23.0% | +8.2% | +14.8% | +18.6% |
| 3Y | +123.3% | +0.4% | +122.9% | +115.6% |
| 5Y | +149.8% | -2.7% | +152.5% | +140.5% |
| 10Y | +159.0% | +35.7% | +123.3% | +112.0% |
| All | +117.9% | +200.2% | -82.3% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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