-26.6%
U vs KMB
-7.8%
-18.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.0% |
| 7D | +2.8% | -3.0% | +5.8% | +2.8% |
| 30D | +7.6% | +9.1% | -1.4% | +7.8% |
| 3M | +12.7% | -0.4% | +13.1% | +12.8% |
| 6M | +87.0% | +13.0% | +74.0% | +87.2% |
| YTD | +13.6% | +10.3% | +3.3% | +13.4% |
| 1Y | +25.3% | +8.2% | +17.1% | +25.1% |
| 3Y | +85.8% | +0.4% | +85.4% | +83.4% |
| 5Y | -74.5% | -2.7% | -71.8% | -75.1% |
| All | -26.6% | -7.8% | -18.8% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling