+883.4%
APH vs KMB
+36.7%
+846.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +6.0% | +4.4% |
| 7D | -5.9% | +0.5% | -6.4% | -6.1% |
| 30D | -14.8% | +12.4% | -27.2% | -16.9% |
| 3M | -12.4% | +1.0% | -13.4% | -12.9% |
| 6M | +8.1% | +12.1% | -4.1% | +4.6% |
| YTD | +10.9% | +11.6% | -0.7% | +7.3% |
| 1Y | +8.8% | +13.1% | -4.3% | +4.8% |
| 3Y | +262.1% | +1.6% | +260.5% | +245.4% |
| 5Y | +283.1% | -0.3% | +283.5% | +264.5% |
| All | +883.4% | +36.7% | +846.7% | +750.9% |
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