-13.5%
AMT vs KMB
-0.7%
-12.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.1% |
| 7D | +1.5% | +0.9% | +0.6% | +1.1% |
| 30D | +6.8% | +10.1% | -3.3% | +2.6% |
| 3M | +11.2% | 0.0% | +11.2% | +10.8% |
| 6M | +12.5% | +15.7% | -3.2% | +5.1% |
| YTD | +12.5% | +12.6% | -0.1% | +6.0% |
| 1Y | +10.1% | +10.1% | 0.0% | +4.7% |
| 3Y | +16.0% | +2.1% | +13.9% | +11.8% |
| All | -13.5% | -0.7% | -12.8% | -17.3% |
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