+209.7%
ABT vs KMB
+12.7%
+197.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.4% |
| 7D | -4.7% | -8.6% | +3.9% | -1.2% |
| 30D | -3.1% | -7.5% | +4.4% | 0.0% |
| 3M | +16.1% | -0.6% | +16.8% | +16.3% |
| 6M | -5.3% | -1.5% | -3.8% | -5.1% |
| YTD | -14.4% | +1.6% | -16.1% | -15.6% |
| 1Y | -18.4% | -20.8% | +2.4% | -11.2% |
| 3Y | +11.2% | -12.4% | +23.6% | +14.6% |
| 5Y | -9.4% | -12.9% | +3.6% | -7.2% |
| 10Y | +209.7% | +14.7% | +195.0% | +195.2% |
| All | +209.7% | +12.7% | +197.1% | +195.2% |
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