+8,272.6%
WFC vs KMB
+1,895.8%
+6,376.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.8% |
| 7D | -1.3% | +0.1% | -1.3% | -1.4% |
| 30D | +3.6% | +10.2% | -6.6% | -0.7% |
| 3M | -1.3% | +1.5% | -2.8% | -2.3% |
| 6M | +18.0% | +16.6% | +1.3% | +9.5% |
| YTD | -5.9% | +12.1% | -17.9% | -11.6% |
| 1Y | +1.8% | +11.1% | -9.3% | -4.1% |
| 3Y | +125.0% | +1.9% | +123.1% | +112.8% |
| 5Y | +92.0% | -1.3% | +93.2% | +81.5% |
| 10Y | +117.9% | +37.8% | +80.1% | +69.5% |
| All | +8,272.6% | +1,895.8% | +6,376.8% | +1,888.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling