-9.1%
T vs KMB
-14.3%
+5.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.8% | -1.4% |
| 7D | -1.3% | -4.2% | +2.9% | -0.4% |
| 30D | +11.4% | -6.6% | +18.0% | +12.8% |
| 3M | +14.3% | +12.6% | +1.7% | +11.6% |
| 6M | -9.3% | +2.9% | -12.1% | -9.9% |
| YTD | +7.1% | +6.8% | +0.3% | +5.3% |
| 1Y | -9.1% | -14.8% | +5.7% | -6.2% |
| All | -9.1% | -14.3% | +5.2% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling