+98.1%
AGG vs KMB
+375.5%
-277.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +0.1% | -2.7% | +2.9% | +0.2% |
| 30D | -0.4% | -5.0% | +4.7% | -0.3% |
| 3M | -0.3% | +6.6% | -6.8% | -0.3% |
| 6M | -1.2% | +1.0% | -2.2% | -1.3% |
| YTD | -0.4% | +6.0% | -6.3% | -0.4% |
| 1Y | +0.4% | -16.6% | +17.0% | +0.5% |
| 3Y | +13.4% | -8.6% | +22.1% | +13.5% |
| 5Y | -1.4% | -10.9% | +9.4% | -1.4% |
| 10Y | +14.8% | +16.8% | -2.0% | +15.4% |
| All | +98.1% | +375.5% | -277.4% | +107.6% |
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