+421.1%
WMT vs KMB
+15.0%
+406.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.5% | -7.7% | +5.2% | +0.1% |
| 30D | -6.4% | -8.2% | +1.8% | -3.8% |
| 3M | -12.1% | -1.9% | -10.2% | -11.8% |
| 6M | -15.0% | -0.7% | -14.3% | -15.2% |
| YTD | -4.5% | +1.4% | -5.9% | -5.6% |
| 1Y | +6.2% | -19.1% | +25.3% | +12.8% |
| 3Y | +99.9% | -12.6% | +112.5% | +103.7% |
| 5Y | +131.4% | -12.7% | +144.1% | +133.9% |
| All | +421.1% | +15.0% | +406.0% | +367.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling