-6.0%
U vs KMB
-16.3%
+10.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.6% | +2.1% |
| 7D | +4.5% | -2.7% | +7.2% | +3.8% |
| 30D | -0.6% | -5.0% | +4.4% | -1.9% |
| 3M | +48.4% | +6.6% | +41.9% | +51.6% |
| 6M | +115.4% | +1.0% | +114.4% | +114.3% |
| YTD | -3.2% | +6.0% | -9.2% | -1.9% |
| 1Y | -6.0% | -16.6% | +10.6% | -6.4% |
| All | -6.0% | -16.3% | +10.2% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling