-25.1%
ON vs KMB
-5.5%
-19.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +0.7% |
| 7D | +2.4% | -3.0% | +5.5% | +1.9% |
| 30D | -3.3% | -5.5% | +2.2% | -4.1% |
| 3M | -43.6% | +14.0% | -57.6% | -43.0% |
| 6M | +19.0% | +4.1% | +14.9% | +19.7% |
| YTD | +37.4% | +8.0% | +29.3% | +38.8% |
| 1Y | +54.8% | -13.7% | +68.5% | +55.8% |
| All | -25.1% | -5.5% | -19.6% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling