+83.9%
TER vs KMB
-3.2%
+87.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -1.0% |
| 7D | +24.0% | -3.0% | +26.9% | +23.4% |
| 30D | -30.6% | +9.1% | -39.7% | -29.9% |
| 3M | -34.5% | -0.4% | -34.1% | -34.1% |
| 6M | -26.4% | +13.0% | -39.3% | -26.2% |
| YTD | +36.4% | +10.3% | +26.1% | +36.8% |
| 1Y | +47.4% | +8.2% | +39.2% | +47.8% |
| 3Y | +202.6% | +0.4% | +202.2% | +193.3% |
| 5Y | +83.9% | -2.7% | +86.6% | +71.8% |
| All | +83.9% | -3.2% | +87.1% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling