+47.3%
DLR vs KMB
+2.8%
+44.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | -0.2% |
| 7D | -3.6% | +0.5% | -4.1% | -3.7% |
| 30D | -3.5% | +12.4% | -15.9% | -4.2% |
| 3M | -8.9% | +1.0% | -9.9% | -9.0% |
| 6M | -11.6% | +12.1% | -23.7% | -12.3% |
| YTD | +14.9% | +11.6% | +3.3% | +13.8% |
| 1Y | +6.4% | +13.1% | -6.7% | +5.3% |
| 3Y | +47.3% | +1.6% | +45.7% | +41.1% |
| All | +47.3% | +2.8% | +44.5% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling