+199.8%
ABBV vs KMB
-0.3%
+200.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.6% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +8.0% | +12.4% | -4.4% | +3.9% |
| 3M | +20.2% | +1.0% | +19.2% | +19.5% |
| 6M | +44.0% | +12.1% | +31.8% | +38.2% |
| YTD | +31.3% | +11.6% | +19.7% | +25.8% |
| 1Y | +37.0% | +13.1% | +23.9% | +30.5% |
| 3Y | +128.0% | +1.6% | +126.4% | +123.5% |
| All | +199.8% | -0.3% | +200.1% | +189.9% |
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 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