+178.4%
WMT vs KMB
-0.7%
+179.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.9% |
| 7D | +2.0% | +0.9% | +1.1% | +1.8% |
| 30D | +10.3% | +10.1% | +0.2% | +7.3% |
| 3M | +11.0% | 0.0% | +10.9% | +10.7% |
| 6M | -2.3% | +15.7% | -18.0% | -6.5% |
| YTD | +15.7% | +12.6% | +3.1% | +11.4% |
| 1Y | +26.0% | +10.1% | +15.8% | +22.0% |
| 3Y | +136.5% | +2.1% | +134.4% | +128.1% |
| All | +178.4% | -0.7% | +179.1% | +172.3% |
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