+202.8%
TER vs KMB
-8.4%
+211.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.4% |
| 7D | +0.6% | -3.0% | +3.7% | +0.4% |
| 30D | -8.3% | -5.5% | -2.8% | -8.6% |
| 3M | -12.2% | +14.0% | -26.2% | -12.5% |
| 6M | +17.1% | +4.1% | +13.0% | +16.5% |
| YTD | +84.7% | +8.0% | +76.6% | +84.2% |
| 1Y | +199.9% | -13.7% | +213.7% | +199.2% |
| 3Y | +232.8% | -5.9% | +238.7% | +225.6% |
| All | +202.8% | -8.4% | +211.2% | +181.2% |
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