+177.7%
AEP vs KMB
+12.7%
+165.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +1.2% |
| 7D | +0.9% | -8.6% | +9.5% | +4.9% |
| 30D | +1.5% | -7.5% | +9.0% | +4.9% |
| 3M | -1.7% | -0.6% | -1.0% | -1.9% |
| 6M | -4.0% | -1.5% | -2.5% | -4.2% |
| YTD | +10.6% | +1.6% | +9.0% | +8.5% |
| 1Y | +18.6% | -20.8% | +39.4% | +29.9% |
| 3Y | +78.7% | -12.4% | +91.1% | +83.8% |
| 5Y | +65.1% | -12.9% | +78.0% | +68.8% |
| 10Y | +177.7% | +14.7% | +163.0% | +147.3% |
| All | +177.7% | +12.7% | +165.0% | +147.3% |
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 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