+191.2%
TER vs KMB
+2.5%
+188.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -4.7% |
| 7D | +14.4% | +0.9% | +13.4% | +14.7% |
| 30D | -30.6% | +10.1% | -40.7% | -28.2% |
| 3M | -39.2% | 0.0% | -39.2% | -38.3% |
| 6M | -31.3% | +15.7% | -47.0% | -28.6% |
| YTD | +29.1% | +12.6% | +16.4% | +33.5% |
| 1Y | +47.4% | +10.1% | +37.3% | +51.9% |
| 3Y | +191.2% | +2.1% | +189.1% | +186.5% |
| All | +191.2% | +2.5% | +188.7% | +186.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling