+621.5%
XYZ vs KMB
+38.7%
+582.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | -2.2% | +0.1% | -2.2% | -2.2% |
| 30D | +11.6% | +10.2% | +1.4% | +8.5% |
| 3M | +8.4% | +1.5% | +6.9% | +8.0% |
| 6M | +17.2% | +16.6% | +0.5% | +12.0% |
| YTD | +31.7% | +12.1% | +19.6% | +27.0% |
| 1Y | +30.1% | +11.1% | +19.0% | +25.8% |
| 3Y | +66.4% | +1.9% | +64.5% | +60.2% |
| 5Y | -62.2% | -1.3% | -60.9% | -63.5% |
| 10Y | +621.5% | +37.8% | +583.8% | +555.3% |
| All | +621.5% | +38.7% | +582.8% | +555.3% |
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 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