+9.6%
LOW vs KMB
+2.6%
+7.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.1% | +1.9% |
| 7D | +6.4% | +3.4% | +3.0% | +4.9% |
| 30D | +25.6% | +14.7% | +10.9% | +18.5% |
| 3M | +4.6% | +3.3% | +1.3% | +3.0% |
| 6M | +2.5% | +16.8% | -14.3% | -3.8% |
| YTD | -1.6% | +15.2% | -16.9% | -7.3% |
| 1Y | +1.7% | +13.3% | -11.6% | -3.6% |
| 3Y | +29.4% | +5.4% | +24.0% | +22.8% |
| 5Y | +9.6% | +2.7% | +6.9% | +5.1% |
| All | +9.6% | +2.6% | +7.0% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling