+293.0%
LOW vs KMB
+39.0%
+254.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.8% |
| 7D | +1.4% | +0.9% | +0.5% | +1.0% |
| 30D | +21.7% | +10.1% | +11.6% | +17.0% |
| 3M | +5.0% | 0.0% | +5.0% | +4.9% |
| 6M | +4.6% | +15.7% | -11.1% | -1.5% |
| YTD | -3.5% | +12.6% | -16.1% | -8.3% |
| 1Y | +0.5% | +10.1% | -9.6% | -3.6% |
| 3Y | +24.8% | +2.1% | +22.7% | +20.9% |
| 5Y | +6.5% | -0.7% | +7.1% | +3.5% |
| All | +293.0% | +39.0% | +254.0% | +239.5% |
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