+82.5%
O vs KMB
+38.7%
+43.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +9.4% | +10.2% | -0.8% | +5.2% |
| 3M | -2.4% | +1.5% | -3.9% | -3.2% |
| 6M | -1.9% | +16.6% | -18.5% | -8.1% |
| YTD | +10.5% | +12.1% | -1.6% | +4.6% |
| 1Y | +10.0% | +11.1% | -1.1% | +4.5% |
| 3Y | +40.5% | +1.9% | +38.5% | +35.6% |
| 5Y | +10.2% | -1.3% | +11.5% | +6.5% |
| 10Y | +82.5% | +37.8% | +44.7% | +46.6% |
| All | +82.5% | +38.7% | +43.7% | +46.6% |
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