+8.3%
AMT vs KMB
-5.5%
+13.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -0.2% | -3.0% | +2.8% | +0.8% |
| 30D | +4.6% | -5.5% | +10.1% | +6.6% |
| 3M | -8.4% | +14.0% | -22.4% | -12.9% |
| 6M | -6.0% | +4.1% | -10.1% | -7.7% |
| YTD | +2.1% | +8.0% | -5.9% | -1.2% |
| 1Y | -6.4% | -13.7% | +7.4% | -1.2% |
| All | +8.3% | -5.5% | +13.8% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling