+1,081.8%
DIA vs KMB
+453.0%
+628.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -0.9% | +0.5% | -1.4% | -1.2% |
| 30D | +0.3% | +12.4% | -12.1% | -4.3% |
| 3M | -4.5% | +1.0% | -5.5% | -5.2% |
| 6M | +3.4% | +12.1% | -8.8% | -2.0% |
| YTD | +7.8% | +11.6% | -3.8% | +2.0% |
| 1Y | +10.7% | +13.1% | -2.4% | +4.2% |
| 3Y | +57.5% | +1.6% | +56.0% | +50.9% |
| 5Y | +53.7% | -0.3% | +54.1% | +46.8% |
| 10Y | +247.2% | +37.9% | +209.3% | +180.9% |
| All | +1,081.8% | +453.0% | +628.8% | +411.8% |
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 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