+18.2%
TER vs KMB
+13.8%
+4.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +1.6% |
| 7D | -20.5% | +0.5% | -20.9% | -19.9% |
| 30D | -47.0% | +12.4% | -59.4% | -43.9% |
| 3M | -43.3% | +1.0% | -44.3% | -41.7% |
| 6M | -42.9% | +12.1% | -55.1% | -41.3% |
| YTD | +12.9% | +11.6% | +1.3% | +18.0% |
| 1Y | +18.2% | +13.1% | +5.1% | +24.4% |
| All | +18.2% | +13.8% | +4.3% | +24.4% |
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