+65.3%
T vs KMB
+15.9%
+49.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -1.5% | -2.7% | +1.2% | -0.5% |
| 30D | +7.6% | -5.0% | +12.6% | +9.7% |
| 3M | +15.3% | +6.6% | +8.7% | +12.2% |
| 6M | -8.5% | +1.0% | -9.4% | -9.3% |
| YTD | +6.8% | +6.0% | +0.8% | +3.6% |
| 1Y | -7.2% | -16.6% | +9.4% | -1.6% |
| 3Y | +108.2% | -8.6% | +116.9% | +111.1% |
| 5Y | +66.1% | -10.9% | +76.9% | +68.4% |
| 10Y | +65.3% | +16.8% | +48.5% | +50.7% |
| All | +65.3% | +15.9% | +49.4% | +50.7% |
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