+165.8%
DLR vs KMB
+15.9%
+149.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.4% |
| 7D | +3.4% | -2.7% | +6.1% | +4.5% |
| 30D | -2.2% | -5.0% | +2.8% | -0.3% |
| 3M | +4.7% | +6.6% | -1.8% | +1.5% |
| 6M | +9.0% | +1.0% | +8.0% | +7.7% |
| YTD | +24.1% | +6.0% | +18.2% | +19.8% |
| 1Y | +20.9% | -16.6% | +37.6% | +28.4% |
| 3Y | +60.0% | -8.6% | +68.7% | +58.1% |
| 5Y | +35.3% | -10.9% | +46.1% | +34.0% |
| 10Y | +165.8% | +16.8% | +148.9% | +134.4% |
| All | +165.8% | +15.9% | +149.9% | +134.4% |
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 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