+19.6%
KWEB vs KMB
+63.1%
-43.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -4.3% | -7.7% | +3.4% | -3.2% |
| 30D | -13.0% | -8.2% | -4.8% | -12.0% |
| 3M | -7.6% | -1.9% | -5.7% | -7.5% |
| 6M | -21.1% | -0.7% | -20.5% | -21.3% |
| YTD | -28.2% | +1.4% | -29.6% | -28.6% |
| 1Y | -34.9% | -19.1% | -15.7% | -33.2% |
| 3Y | -0.8% | -12.6% | +11.8% | +0.1% |
| 5Y | -43.6% | -12.7% | -30.9% | -43.6% |
| 10Y | -21.7% | +14.5% | -36.1% | -27.8% |
| All | +19.6% | +63.1% | -43.5% | -2.8% |
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