-42.9%
TER vs KMB
+13.6%
-56.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +0.4% |
| 7D | -20.5% | +0.5% | -20.9% | -19.4% |
| 30D | -47.0% | +12.4% | -59.4% | -38.4% |
| 3M | -43.3% | +1.0% | -44.3% | -41.0% |
| 6M | -42.9% | +12.1% | -55.1% | -27.5% |
| All | -42.9% | +13.6% | -56.5% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling