+130.7%
WFC vs KMB
-8.5%
+139.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.2% |
| 7D | +1.1% | -2.7% | +3.8% | +1.2% |
| 30D | +0.8% | -5.0% | +5.8% | +1.0% |
| 3M | +9.3% | +6.6% | +2.7% | +9.2% |
| 6M | +10.6% | +1.0% | +9.7% | +10.2% |
| YTD | -4.1% | +6.0% | -10.0% | -4.4% |
| 1Y | +13.6% | -16.6% | +30.2% | +13.1% |
| 3Y | +130.7% | -8.6% | +139.4% | +118.4% |
| All | +130.7% | -8.5% | +139.3% | +118.4% |
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