+233.8%
LOW vs KMB
+12.7%
+221.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +0.6% |
| 7D | -0.6% | -8.6% | +8.0% | +3.1% |
| 30D | -9.3% | -7.5% | -1.7% | -6.4% |
| 3M | -8.1% | -0.6% | -7.4% | -7.8% |
| 6M | -19.8% | -1.5% | -18.2% | -19.3% |
| YTD | -16.4% | +1.6% | -18.0% | -17.0% |
| 1Y | -24.7% | -20.8% | -3.9% | -18.0% |
| 3Y | -8.8% | -12.4% | +3.6% | -5.9% |
| 5Y | +7.8% | -12.9% | +20.7% | +10.6% |
| 10Y | +233.8% | +14.7% | +219.1% | +214.1% |
| All | +233.8% | +12.7% | +221.1% | +214.1% |
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