+533.2%
XYZ vs KMB
+27.3%
+505.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -1.0% | -3.0% | +2.1% | -0.1% |
| 30D | -1.7% | -5.5% | +3.8% | 0.0% |
| 3M | +16.7% | +14.0% | +2.8% | +12.5% |
| 6M | +26.9% | +4.1% | +22.8% | +25.3% |
| YTD | +27.1% | +8.0% | +19.1% | +24.0% |
| 1Y | +9.3% | -13.7% | +23.0% | +13.3% |
| 3Y | +42.3% | -5.9% | +48.2% | +40.7% |
| 5Y | -69.3% | -8.6% | -60.7% | -69.7% |
| 10Y | +586.8% | +17.3% | +569.5% | +543.7% |
| All | +533.2% | +27.3% | +505.9% | +480.3% |
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 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