+132.1%
WFC vs KMB
+15.9%
+116.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | +1.1% | -2.7% | +3.8% | +1.7% |
| 30D | +0.8% | -5.0% | +5.8% | +2.1% |
| 3M | +9.3% | +6.6% | +2.7% | +7.3% |
| 6M | +10.6% | +1.0% | +9.7% | +10.0% |
| YTD | -4.1% | +6.0% | -10.0% | -6.0% |
| 1Y | +13.6% | -16.6% | +30.2% | +17.9% |
| 3Y | +130.7% | -8.6% | +139.4% | +129.1% |
| 5Y | +126.7% | -10.9% | +137.6% | +124.6% |
| 10Y | +132.1% | +16.8% | +115.3% | +123.7% |
| All | +132.1% | +15.9% | +116.3% | +123.7% |
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