+348.2%
AEM vs KMB
-8.5%
+356.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | +4.3% | -2.7% | +7.1% | +4.8% |
| 30D | +13.1% | -5.0% | +18.2% | +14.0% |
| 3M | +24.8% | +6.6% | +18.2% | +23.2% |
| 6M | -8.2% | +1.0% | -9.2% | -8.5% |
| YTD | +19.8% | +6.0% | +13.9% | +19.0% |
| 1Y | +32.1% | -16.6% | +48.7% | +35.5% |
| 3Y | +348.2% | -8.6% | +356.8% | +346.3% |
| All | +348.2% | -8.5% | +356.7% | +346.3% |
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