+6,642.4%
ABT vs KMB
+1,824.3%
+4,818.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -3.7% | -3.0% | -0.6% | -2.6% |
| 30D | +2.5% | -5.5% | +8.0% | +4.5% |
| 3M | +20.2% | +14.0% | +6.2% | +14.5% |
| 6M | -2.9% | +4.1% | -7.0% | -4.6% |
| YTD | -11.9% | +8.0% | -20.0% | -14.9% |
| 1Y | -16.5% | -13.7% | -2.8% | -13.0% |
| 3Y | +12.1% | -5.9% | +18.1% | +12.5% |
| 5Y | -7.4% | -8.6% | +1.2% | -6.7% |
| 10Y | +210.7% | +17.3% | +193.4% | +181.5% |
| All | +6,642.4% | +1,824.3% | +4,818.1% | +2,064.8% |
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