+236.1%
ALNY vs KMB
+14.6%
+221.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -6.5% | -6.5% | -0.1% | -5.1% |
| 30D | +11.0% | -8.8% | +19.9% | +13.5% |
| 3M | -14.1% | -2.2% | -11.9% | -13.2% |
| 6M | -22.4% | +0.7% | -23.0% | -22.1% |
| YTD | -37.5% | +1.0% | -38.5% | -37.4% |
| 1Y | -46.9% | -20.3% | -26.6% | -44.3% |
| 3Y | +22.1% | -13.3% | +35.3% | +25.3% |
| 5Y | +31.2% | -12.9% | +44.1% | +33.7% |
| All | +236.1% | +14.6% | +221.5% | +210.1% |
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