-37.8%
U vs KMB
-15.1%
-22.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.5% |
| 7D | +4.4% | -8.6% | +13.0% | +4.3% |
| 30D | -1.3% | -7.5% | +6.2% | -1.4% |
| 3M | +49.6% | -0.6% | +50.2% | +49.4% |
| 6M | +100.2% | -1.5% | +101.7% | +100.0% |
| YTD | -3.7% | +1.6% | -5.3% | -4.1% |
| 1Y | -6.5% | -20.8% | +14.3% | -5.0% |
| 3Y | +12.9% | -12.4% | +25.3% | +12.3% |
| 5Y | -68.3% | -12.9% | -55.4% | -69.2% |
| All | -37.8% | -15.1% | -22.7% | -41.0% |
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