-7.2%
T vs KMB
-16.3%
+9.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -1.5% | -2.7% | +1.2% | -1.0% |
| 30D | +7.6% | -5.0% | +12.6% | +8.7% |
| 3M | +15.3% | +6.6% | +8.7% | +13.8% |
| 6M | -8.5% | +1.0% | -9.4% | -8.8% |
| YTD | +6.8% | +6.0% | +0.8% | +5.2% |
| 1Y | -7.2% | -16.6% | +9.4% | -2.0% |
| All | -7.2% | -16.3% | +9.0% | -2.0% |
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 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