+8.4%
LOW vs KMB
-9.5%
+17.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.0% |
| 7D | +0.4% | -2.7% | +3.1% | +1.5% |
| 30D | -10.1% | -5.0% | -5.1% | -8.2% |
| 3M | -2.9% | +6.6% | -9.4% | -5.1% |
| 6M | -19.4% | +1.0% | -20.4% | -19.8% |
| YTD | -15.4% | +6.0% | -21.4% | -17.3% |
| 1Y | -24.9% | -16.6% | -8.3% | -20.4% |
| 3Y | -7.8% | -8.6% | +0.8% | -6.7% |
| 5Y | +8.4% | -10.9% | +19.2% | +9.5% |
| All | +8.4% | -9.5% | +17.9% | +9.5% |
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 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