+995.4%
TER vs KMB
+39.0%
+956.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.6% |
| 7D | +14.4% | +0.9% | +13.4% | +14.3% |
| 30D | -30.6% | +10.1% | -40.7% | -31.5% |
| 3M | -39.2% | 0.0% | -39.2% | -39.3% |
| 6M | -31.3% | +15.7% | -47.0% | -33.6% |
| YTD | +29.1% | +12.6% | +16.4% | +25.3% |
| 1Y | +47.4% | +10.1% | +37.3% | +43.7% |
| 3Y | +191.2% | +2.1% | +189.1% | +179.5% |
| 5Y | +74.0% | -0.7% | +74.7% | +66.4% |
| All | +995.4% | +39.0% | +956.5% | +863.8% |
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 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