+129.3%
WFC vs KMB
-8.4%
+137.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +3.8% | -3.0% | +6.8% | +4.2% |
| 30D | +1.5% | -5.5% | +6.9% | +2.1% |
| 3M | +10.9% | +14.0% | -3.1% | +9.0% |
| 6M | +8.4% | +4.1% | +4.3% | +7.6% |
| YTD | -1.9% | +8.0% | -9.9% | -3.1% |
| 1Y | +12.3% | -13.7% | +26.1% | +13.9% |
| 3Y | +132.3% | -5.9% | +138.3% | +127.4% |
| All | +129.3% | -8.4% | +137.7% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling