+262.1%
APH vs KMB
+2.8%
+259.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +6.0% | +3.7% |
| 7D | -5.9% | +0.5% | -6.4% | -5.7% |
| 30D | -14.8% | +12.4% | -27.2% | -13.0% |
| 3M | -12.4% | +1.0% | -13.4% | -11.8% |
| 6M | +8.1% | +12.1% | -4.1% | +10.1% |
| YTD | +10.9% | +11.6% | -0.7% | +13.2% |
| 1Y | +8.8% | +13.1% | -4.3% | +11.2% |
| 3Y | +262.1% | +1.6% | +260.5% | +252.6% |
| All | +262.1% | +2.8% | +259.3% | +252.6% |
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 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