+215.7%
DHR vs KMB
+12.7%
+203.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +1.2% |
| 7D | -2.4% | -8.6% | +6.2% | +0.5% |
| 30D | -2.2% | -7.5% | +5.4% | +0.3% |
| 3M | +9.0% | -0.6% | +9.6% | +8.9% |
| 6M | +3.5% | -1.5% | +5.0% | +3.5% |
| YTD | -10.1% | +1.6% | -11.7% | -11.2% |
| 1Y | +6.2% | -20.8% | +27.0% | +13.8% |
| 3Y | -5.4% | -12.4% | +7.0% | -3.5% |
| 5Y | -27.9% | -12.9% | -15.0% | -27.0% |
| 10Y | +215.7% | +14.7% | +201.0% | +192.8% |
| All | +215.7% | +12.7% | +203.0% | +192.8% |
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