+1,311.4%
AMT vs KMB
+396.5%
+914.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -0.2% | -3.0% | +2.8% | +0.9% |
| 30D | +4.6% | -5.5% | +10.1% | +6.8% |
| 3M | -8.4% | +14.0% | -22.4% | -13.2% |
| 6M | -6.0% | +4.1% | -10.1% | -7.9% |
| YTD | +2.1% | +8.0% | -5.9% | -1.5% |
| 1Y | -6.4% | -13.7% | +7.4% | -2.3% |
| 3Y | +8.1% | -5.9% | +14.0% | +8.5% |
| 5Y | -31.9% | -8.6% | -23.3% | -31.2% |
| 10Y | +97.1% | +17.3% | +79.8% | +81.2% |
| All | +1,311.4% | +396.5% | +914.9% | +717.6% |
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