+32.8%
KR vs KMB
-12.8%
+45.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.1% |
| 7D | -3.1% | -8.6% | +5.5% | -0.5% |
| 30D | +0.6% | -7.5% | +8.1% | +2.9% |
| 3M | -9.8% | -0.6% | -9.2% | -9.6% |
| 6M | -22.1% | -1.5% | -20.6% | -21.8% |
| YTD | -8.1% | +1.6% | -9.7% | -8.6% |
| 1Y | -14.7% | -20.8% | +6.1% | -8.7% |
| All | +32.8% | -12.8% | +45.6% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling