+151.8%
TER vs KMB
+2.8%
+149.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.0% |
| 7D | -20.5% | +0.5% | -20.9% | -20.1% |
| 30D | -47.0% | +12.4% | -59.4% | -44.9% |
| 3M | -43.3% | +1.0% | -44.3% | -42.4% |
| 6M | -42.9% | +12.1% | -55.1% | -40.9% |
| YTD | +12.9% | +11.6% | +1.3% | +16.4% |
| 1Y | +18.2% | +13.1% | +5.1% | +22.3% |
| 3Y | +151.8% | +1.6% | +150.2% | +144.7% |
| All | +151.8% | +2.8% | +149.0% | +144.7% |
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