+1,059.7%
APH vs KMB
+17.3%
+1,042.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | +5.0% | -3.0% | +8.0% | +5.6% |
| 30D | -3.9% | -5.5% | +1.6% | -2.9% |
| 3M | +13.0% | +14.0% | -1.0% | +9.1% |
| 6M | +25.2% | +4.1% | +21.1% | +23.3% |
| YTD | +22.9% | +8.0% | +14.9% | +20.0% |
| 1Y | +47.8% | -13.7% | +61.6% | +51.4% |
| 3Y | +283.0% | -5.9% | +289.0% | +274.1% |
| 5Y | +349.7% | -8.6% | +358.3% | +339.7% |
| All | +1,059.7% | +17.3% | +1,042.5% | +980.8% |
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