+1,335.6%
ABBV vs KMB
+112.8%
+1,222.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.7% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +8.0% | +12.4% | -4.4% | +3.3% |
| 3M | +20.2% | +1.0% | +19.2% | +19.4% |
| 6M | +44.0% | +12.1% | +31.8% | +37.2% |
| YTD | +31.3% | +11.6% | +19.7% | +24.8% |
| 1Y | +37.0% | +13.1% | +23.9% | +29.5% |
| 3Y | +128.0% | +1.6% | +126.4% | +121.7% |
| 5Y | +196.9% | -0.3% | +197.2% | +187.8% |
| 10Y | +681.2% | +37.9% | +643.3% | +532.0% |
| All | +1,335.6% | +112.8% | +1,222.9% | +838.3% |
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