+2,926.4%
V vs KMB
+228.4%
+2,698.0%
-51.9%
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% | -0.2% |
| 7D | -1.7% | -3.0% | +1.3% | -0.3% |
| 30D | +2.0% | -5.5% | +7.4% | +4.6% |
| 3M | +17.4% | +14.0% | +3.4% | +10.0% |
| 6M | +17.5% | +4.1% | +13.4% | +14.4% |
| YTD | +7.6% | +8.0% | -0.5% | +2.4% |
| 1Y | +7.7% | -13.7% | +21.5% | +13.4% |
| 3Y | +54.7% | -5.9% | +60.6% | +52.7% |
| 5Y | +73.0% | -8.6% | +81.7% | +70.8% |
| 10Y | +390.9% | +17.3% | +373.6% | +299.3% |
| All | +2,926.4% | +228.4% | +2,698.0% | +981.0% |
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 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