+50.3%
TER vs KMB
+10.7%
+39.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.7% | +10.0% | +7.5% |
| 7D | +5.9% | +0.1% | +5.8% | +6.0% |
| 30D | -30.8% | +10.2% | -41.0% | -27.3% |
| 3M | -29.9% | +1.5% | -31.4% | -27.9% |
| 6M | -27.5% | +16.6% | -44.1% | -27.2% |
| YTD | +37.5% | +12.1% | +25.4% | +44.0% |
| 1Y | +50.3% | +11.1% | +39.2% | +56.8% |
| All | +50.3% | +10.7% | +39.6% | +56.8% |
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 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