+13.0%
DLR vs KMB
+11.9%
+1.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.6% | +2.5% |
| 7D | +2.8% | +0.4% | +2.5% | +2.8% |
| 30D | +2.8% | +14.0% | -11.2% | +2.1% |
| 3M | -4.0% | -1.3% | -2.7% | -3.9% |
| 6M | -5.6% | +16.7% | -22.3% | -6.1% |
| YTD | +21.9% | +12.0% | +10.0% | +21.7% |
| 1Y | +13.0% | +13.6% | -0.6% | +12.4% |
| All | +13.0% | +11.9% | +1.1% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling