+6,784.1%
ABT vs KMB
+1,887.9%
+4,896.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.6% |
| 7D | +3.5% | +0.5% | +3.1% | +3.4% |
| 30D | +12.0% | +12.4% | -0.4% | +7.3% |
| 3M | +2.5% | +1.0% | +1.5% | +1.9% |
| 6M | +29.1% | +12.1% | +16.9% | +23.4% |
| YTD | -10.1% | +11.6% | -21.7% | -14.2% |
| 1Y | -9.8% | +13.1% | -22.9% | -14.4% |
| 3Y | +23.3% | +1.6% | +21.7% | +20.1% |
| 5Y | -2.4% | -0.3% | -2.0% | -4.7% |
| 10Y | +239.4% | +37.9% | +201.5% | +190.4% |
| All | +6,784.1% | +1,887.9% | +4,896.2% | +2,081.6% |
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