+2,214.6%
AEP vs KMB
+1,824.3%
+390.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +1.8% | -3.0% | +4.8% | +2.8% |
| 30D | -0.8% | -5.5% | +4.7% | +0.9% |
| 3M | -1.8% | +14.0% | -15.8% | -6.1% |
| 6M | -5.4% | +4.1% | -9.4% | -7.0% |
| YTD | +10.4% | +8.0% | +2.4% | +7.1% |
| 1Y | +18.2% | -13.7% | +31.9% | +22.3% |
| 3Y | +79.0% | -5.9% | +84.9% | +79.4% |
| 5Y | +64.8% | -8.6% | +73.5% | +66.3% |
| 10Y | +170.8% | +17.3% | +153.6% | +152.1% |
| All | +2,214.6% | +1,824.3% | +390.4% | +1,104.9% |
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