-2.6%
KWEB vs KMB
-13.0%
+10.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.4% |
| 7D | -4.3% | -7.7% | +3.4% | -3.8% |
| 30D | -13.0% | -8.2% | -4.8% | -12.5% |
| 3M | -7.6% | -1.9% | -5.7% | -7.6% |
| 6M | -21.1% | -0.7% | -20.5% | -21.4% |
| YTD | -28.2% | +1.4% | -29.6% | -28.5% |
| 1Y | -34.9% | -19.1% | -15.7% | -33.7% |
| All | -2.6% | -13.0% | +10.4% | -5.0% |
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