+40,454.4%
LOW vs KMB
+1,895.8%
+38,558.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +25.6% | +10.2% | +15.4% | +20.5% |
| 3M | +5.3% | +1.5% | +3.9% | +4.7% |
| 6M | +3.7% | +16.6% | -12.9% | -3.0% |
| YTD | -1.9% | +12.1% | -13.9% | -6.7% |
| 1Y | +0.6% | +11.1% | -10.5% | -4.1% |
| 3Y | +26.4% | +1.9% | +24.5% | +22.8% |
| 5Y | +10.1% | -1.3% | +11.4% | +7.6% |
| 10Y | +301.3% | +37.8% | +263.5% | +229.8% |
| All | +40,454.4% | +1,895.8% | +38,558.6% | +9,222.8% |
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