+770.0%
WDC vs KMB
+2.5%
+767.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.1% | -7.1% | -4.2% |
| 7D | +12.1% | +0.9% | +11.2% | +12.5% |
| 30D | -18.8% | +10.1% | -28.9% | -15.6% |
| 3M | -39.3% | 0.0% | -39.3% | -38.6% |
| 6M | -40.1% | +15.7% | -55.8% | -36.8% |
| YTD | +71.8% | +12.6% | +59.2% | +80.8% |
| 1Y | +88.5% | +10.1% | +78.3% | +97.6% |
| 3Y | +770.0% | +2.1% | +767.8% | +740.8% |
| All | +770.0% | +2.5% | +767.5% | +740.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling