+13.7%
WBD vs KMB
+12.7%
+1.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.2% |
| 7D | -1.7% | -8.6% | +6.9% | +0.3% |
| 30D | +3.9% | -7.5% | +11.4% | +5.7% |
| 3M | +5.1% | -0.6% | +5.7% | +4.8% |
| 6M | +0.6% | -1.5% | +2.1% | +0.3% |
| YTD | -3.2% | +1.6% | -4.8% | -4.3% |
| 1Y | +127.7% | -20.8% | +148.4% | +139.1% |
| 3Y | +146.6% | -12.4% | +158.9% | +149.0% |
| 5Y | +4.2% | -12.9% | +17.1% | +4.8% |
| 10Y | +13.7% | +14.7% | -1.0% | +7.3% |
| All | +13.7% | +12.7% | +1.0% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling