+298.2%
WBD vs KMB
+279.9%
+18.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | -1.8% | -3.0% | +1.2% | -0.5% |
| 30D | +8.8% | -5.5% | +14.3% | +11.3% |
| 3M | +4.6% | +14.0% | -9.4% | -2.1% |
| 6M | +1.1% | +4.1% | -3.0% | -1.8% |
| YTD | -2.0% | +8.0% | -10.0% | -6.7% |
| 1Y | +140.0% | -13.7% | +153.8% | +150.9% |
| 3Y | +144.4% | -5.9% | +150.3% | +139.9% |
| 5Y | -0.2% | -8.6% | +8.4% | -1.9% |
| 10Y | +9.1% | +17.3% | -8.2% | -13.1% |
| All | +298.2% | +279.9% | +18.3% | +28.5% |
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