+53.4%
T vs KMB
-0.3%
+53.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.3% |
| 7D | +1.0% | +0.5% | +0.6% | +0.8% |
| 30D | -10.6% | +12.4% | -23.0% | -13.9% |
| 3M | -7.7% | +1.0% | -8.7% | -8.1% |
| 6M | -13.3% | +12.1% | -25.5% | -16.8% |
| YTD | -8.8% | +11.6% | -20.4% | -12.7% |
| 1Y | -8.4% | +13.1% | -21.5% | -12.7% |
| 3Y | +59.6% | +1.6% | +58.1% | +56.5% |
| All | +53.4% | -0.3% | +53.7% | +49.8% |
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