+1,129.1%
DIA vs KMB
+435.3%
+693.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -0.2% | -3.0% | +2.9% | +1.0% |
| 30D | -1.5% | -5.5% | +3.9% | +0.5% |
| 3M | +3.8% | +14.0% | -10.2% | -1.9% |
| 6M | +10.3% | +4.1% | +6.2% | +7.8% |
| YTD | +12.1% | +8.0% | +4.0% | +7.7% |
| 1Y | +18.6% | -13.7% | +32.4% | +23.6% |
| 3Y | +60.6% | -5.9% | +66.6% | +59.0% |
| 5Y | +64.4% | -8.6% | +73.0% | +62.9% |
| 10Y | +250.1% | +17.3% | +232.8% | +203.7% |
| All | +1,129.1% | +435.3% | +693.8% | +440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling