-2.6%
AGG vs KMB
-13.1%
+10.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | -0.1% |
| 7D | -1.1% | -6.5% | +5.4% | -0.7% |
| 30D | -1.1% | -8.8% | +7.7% | -0.7% |
| 3M | -1.9% | -2.2% | +0.3% | -1.9% |
| 6M | -1.7% | +0.7% | -2.4% | -1.8% |
| YTD | -1.3% | +1.0% | -2.3% | -1.5% |
| 1Y | -0.7% | -20.3% | +19.6% | +0.5% |
| 3Y | +12.5% | -13.3% | +25.7% | +12.9% |
| All | -2.6% | -13.1% | +10.5% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling