+325.7%
AEM vs KMB
+3.8%
+321.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.9% |
| 7D | +13.9% | +6.0% | +7.8% | +12.6% |
| 30D | +0.8% | +13.5% | -12.7% | -1.7% |
| 3M | +5.8% | +3.8% | +2.0% | +4.8% |
| 6M | -1.0% | +15.6% | -16.5% | -4.0% |
| YTD | +13.1% | +14.0% | -0.9% | +10.4% |
| 1Y | +14.4% | +12.9% | +1.5% | +12.0% |
| 3Y | +325.7% | +3.7% | +322.0% | +282.0% |
| All | +325.7% | +3.8% | +321.9% | +282.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling