-16.5%
ABT vs KMB
-14.3%
-2.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | +0.2% |
| 7D | -3.7% | -4.2% | +0.5% | -2.7% |
| 30D | +2.5% | -6.6% | +9.1% | +4.0% |
| 3M | +20.2% | +12.6% | +7.6% | +18.5% |
| 6M | -2.9% | +2.9% | -5.8% | -3.6% |
| YTD | -11.9% | +6.8% | -18.7% | -12.4% |
| 1Y | -16.5% | -14.8% | -1.8% | -13.5% |
| All | -16.5% | -14.3% | -2.2% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling