+303.7%
WMB vs KMB
+17.2%
+286.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +0.6% | -3.0% | +3.6% | +1.2% |
| 30D | +3.3% | -5.5% | +8.7% | +4.5% |
| 3M | +3.1% | +14.0% | -10.9% | -0.3% |
| 6M | -0.7% | +4.1% | -4.8% | -2.1% |
| YTD | +25.2% | +8.0% | +17.1% | +22.2% |
| 1Y | +32.9% | -13.7% | +46.6% | +36.4% |
| 3Y | +140.6% | -5.9% | +146.5% | +138.0% |
| 5Y | +273.5% | -8.6% | +282.1% | +268.9% |
| All | +303.7% | +17.2% | +286.4% | +277.8% |
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