+99.1%
V vs KMB
-0.3%
+99.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.4% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +13.6% | +12.4% | +1.2% | +10.6% |
| 3M | +14.3% | +1.0% | +13.3% | +13.9% |
| 6M | +33.1% | +12.1% | +21.0% | +29.6% |
| YTD | +21.2% | +11.6% | +9.6% | +17.7% |
| 1Y | +26.4% | +13.1% | +13.3% | +22.3% |
| 3Y | +77.6% | +1.6% | +76.0% | +74.1% |
| All | +99.1% | -0.3% | +99.4% | +92.0% |
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 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