+91.0%
ABBV vs KMB
-5.6%
+96.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +0.4% | -3.0% | +3.4% | +1.3% |
| 30D | +4.2% | -5.5% | +9.6% | +5.9% |
| 3M | +14.8% | +14.0% | +0.8% | +10.2% |
| 6M | +10.3% | +4.1% | +6.2% | +8.7% |
| YTD | +14.9% | +8.0% | +6.8% | +11.7% |
| 1Y | +24.1% | -13.7% | +37.9% | +30.5% |
| All | +91.0% | -5.6% | +96.7% | +90.0% |
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