+543.0%
XYZ vs KMB
+34.0%
+509.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.6% |
| 7D | +9.2% | +0.4% | +8.8% | +9.1% |
| 30D | +9.8% | +14.1% | -4.3% | +5.7% |
| 3M | -0.2% | -0.5% | +0.3% | 0.0% |
| 6M | +18.0% | +16.6% | +1.4% | +12.8% |
| YTD | +29.1% | +13.7% | +15.4% | +24.0% |
| 1Y | +14.1% | +16.1% | -1.9% | +8.9% |
| 3Y | +72.6% | +4.7% | +67.9% | +65.0% |
| 5Y | -64.6% | +1.5% | -66.1% | -66.1% |
| 10Y | +590.0% | +40.5% | +549.5% | +518.9% |
| All | +543.0% | +34.0% | +509.0% | +480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling