+72.6%
XYZ vs KMB
+2.8%
+69.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.6% | +2.0% |
| 7D | +12.1% | +0.5% | +11.7% | +12.0% |
| 30D | +12.4% | +12.4% | 0.0% | +10.5% |
| 3M | +8.2% | +1.0% | +7.2% | +7.8% |
| 6M | +20.7% | +12.1% | +8.5% | +19.8% |
| YTD | +31.3% | +11.6% | +19.7% | +30.5% |
| 1Y | +20.5% | +13.1% | +7.4% | +19.8% |
| 3Y | +72.6% | +1.6% | +71.0% | +62.4% |
| All | +72.6% | +2.8% | +69.9% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling