-68.9%
XYZ vs KMB
-8.4%
-60.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -1.0% | -3.0% | +2.1% | -0.2% |
| 30D | -1.7% | -5.5% | +3.8% | -0.3% |
| 3M | +16.7% | +14.0% | +2.8% | +13.4% |
| 6M | +26.9% | +4.1% | +22.8% | +25.7% |
| YTD | +27.1% | +8.0% | +19.1% | +24.8% |
| 1Y | +9.3% | -13.7% | +23.0% | +13.4% |
| 3Y | +42.3% | -5.9% | +48.2% | +37.8% |
| All | -68.9% | -8.4% | -60.5% | -73.4% |
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 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