+234.1%
ABT vs KMB
+39.0%
+195.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.3% |
| 7D | -1.3% | +0.9% | -2.2% | -1.7% |
| 30D | +6.0% | +10.1% | -4.0% | +1.8% |
| 3M | -1.9% | 0.0% | -1.9% | -2.1% |
| 6M | +31.2% | +15.7% | +15.5% | +23.1% |
| YTD | -11.2% | +12.6% | -23.9% | -16.2% |
| 1Y | -14.0% | +10.1% | -24.1% | -18.0% |
| 3Y | +20.7% | +2.1% | +18.5% | +16.4% |
| 5Y | -6.7% | -0.7% | -6.0% | -9.6% |
| All | +234.1% | +39.0% | +195.2% | +198.0% |
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 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