+712.3%
WDC vs KMB
+2.8%
+709.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -2.1% |
| 7D | -28.0% | +0.5% | -28.4% | -27.6% |
| 30D | -34.9% | +12.4% | -47.3% | -31.9% |
| 3M | -41.6% | +1.0% | -42.5% | -40.8% |
| 6M | -45.4% | +12.1% | -57.5% | -42.7% |
| YTD | +53.3% | +11.6% | +41.7% | +60.8% |
| 1Y | +61.5% | +13.1% | +48.4% | +70.0% |
| 3Y | +712.3% | +1.6% | +710.8% | +681.2% |
| All | +712.3% | +2.8% | +709.6% | +681.2% |
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