-73.3%
U vs KMB
-0.7%
-72.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.2% | +5.2% |
| 7D | +2.6% | +0.9% | +1.6% | +2.5% |
| 30D | +27.6% | +10.1% | +17.5% | +27.4% |
| 3M | +15.3% | 0.0% | +15.3% | +15.4% |
| 6M | +96.4% | +15.7% | +80.7% | +95.6% |
| YTD | +19.6% | +12.6% | +6.9% | +18.6% |
| 1Y | +42.1% | +10.1% | +32.0% | +41.3% |
| 3Y | +87.5% | +2.1% | +85.4% | +81.3% |
| All | -73.3% | -0.7% | -72.6% | -75.6% |
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