+604.1%
ABBV vs KMB
+39.0%
+565.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.5% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | +4.7% | +10.1% | -5.4% | +1.1% |
| 3M | +18.3% | 0.0% | +18.3% | +18.0% |
| 6M | +43.4% | +15.7% | +27.7% | +35.6% |
| YTD | +33.0% | +12.6% | +20.3% | +26.5% |
| 1Y | +30.8% | +10.1% | +20.7% | +25.3% |
| 3Y | +135.1% | +2.1% | +133.0% | +128.9% |
| 5Y | +201.2% | -0.7% | +201.9% | +193.4% |
| All | +604.1% | +39.0% | +565.2% | +513.9% |
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