+67.7%
T vs KMB
-8.4%
+76.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | -1.3% | -3.0% | +1.8% | -0.3% |
| 30D | +11.4% | -5.5% | +16.8% | +13.3% |
| 3M | +14.3% | +14.0% | +0.3% | +9.1% |
| 6M | -9.3% | +4.1% | -13.3% | -10.8% |
| YTD | +7.1% | +8.0% | -0.9% | +3.7% |
| 1Y | -9.1% | -13.7% | +4.7% | -5.1% |
| 3Y | +105.3% | -5.9% | +111.3% | +106.8% |
| All | +67.7% | -8.4% | +76.0% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling