-22.5%
KWEB vs KMB
+14.6%
-37.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -5.6% | -6.5% | +0.9% | -4.9% |
| 30D | -10.7% | -8.8% | -1.9% | -9.9% |
| 3M | -7.4% | -2.2% | -5.2% | -7.3% |
| 6M | -19.3% | +0.7% | -20.0% | -19.6% |
| YTD | -27.8% | +1.0% | -28.8% | -28.0% |
| 1Y | -35.9% | -20.3% | -15.6% | -34.6% |
| 3Y | -1.9% | -13.3% | +11.3% | -1.1% |
| 5Y | -43.2% | -12.9% | -30.2% | -43.2% |
| All | -22.5% | +14.6% | -37.2% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling