+177.5%
DLR vs KMB
+41.7%
+135.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +2.2% |
| 7D | +2.4% | +3.4% | -1.0% | +1.0% |
| 30D | +0.7% | +14.7% | -13.9% | -4.7% |
| 3M | -6.4% | +3.3% | -9.7% | -8.0% |
| 6M | -6.5% | +16.8% | -23.3% | -13.0% |
| YTD | +18.8% | +15.2% | +3.6% | +10.6% |
| 1Y | +9.0% | +13.3% | -4.3% | +2.1% |
| 3Y | +54.5% | +5.4% | +49.1% | +42.8% |
| 5Y | +35.8% | +2.7% | +33.1% | +25.9% |
| 10Y | +177.5% | +38.7% | +138.8% | +113.2% |
| All | +177.5% | +41.7% | +135.7% | +113.2% |
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