-39.0%
U vs KMB
-9.7%
-29.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -3.8% | -3.0% | -0.8% | -3.8% |
| 30D | +17.5% | -5.5% | +22.9% | +17.4% |
| 3M | +38.7% | +14.0% | +24.7% | +38.7% |
| 6M | +104.4% | +4.1% | +100.3% | +104.4% |
| YTD | -5.7% | +8.0% | -13.7% | -6.0% |
| 1Y | +3.7% | -13.7% | +17.4% | +5.2% |
| 3Y | +12.3% | -5.9% | +18.3% | +11.6% |
| 5Y | -68.8% | -8.6% | -60.2% | -69.7% |
| All | -39.0% | -9.7% | -29.4% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling