+245.2%
DHR vs KMB
+38.7%
+206.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +6.4% | +10.2% | -3.8% | +2.7% |
| 3M | +13.6% | +1.5% | +12.2% | +12.7% |
| 6M | +41.9% | +16.6% | +25.2% | +33.9% |
| YTD | +3.4% | +12.1% | -8.7% | -1.4% |
| 1Y | +9.9% | +11.1% | -1.2% | +5.0% |
| 3Y | +21.6% | +1.9% | +19.6% | +17.3% |
| 5Y | -10.6% | -1.3% | -9.3% | -13.5% |
| 10Y | +245.2% | +37.8% | +207.4% | +201.7% |
| All | +245.2% | +38.7% | +206.5% | +201.7% |
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