+124.5%
AMT vs KMB
+41.7%
+82.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -1.4% |
| 7D | +0.4% | +3.4% | -3.0% | -1.3% |
| 30D | +3.7% | +14.7% | -11.0% | -3.1% |
| 3M | +10.7% | +3.3% | +7.4% | +8.6% |
| 6M | +9.3% | +16.8% | -7.5% | +0.4% |
| YTD | +10.9% | +15.2% | -4.3% | +2.2% |
| 1Y | +10.5% | +13.3% | -2.8% | +2.6% |
| 3Y | +15.5% | +5.4% | +10.1% | +8.9% |
| 5Y | -20.6% | +2.7% | -23.3% | -25.0% |
| 10Y | +124.5% | +38.7% | +85.9% | +85.0% |
| All | +124.5% | +41.7% | +82.8% | +85.0% |
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