+34.3%
DLR vs KMB
-8.4%
+42.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +1.6% | -3.0% | +4.6% | +2.3% |
| 30D | -3.4% | -5.5% | +2.1% | -2.1% |
| 3M | +0.5% | +14.0% | -13.5% | -2.9% |
| 6M | +4.6% | +4.1% | +0.5% | +3.1% |
| YTD | +23.4% | +8.0% | +15.4% | +20.3% |
| 1Y | +19.0% | -13.7% | +32.8% | +23.1% |
| 3Y | +56.5% | -5.9% | +62.5% | +51.6% |
| All | +34.3% | -8.4% | +42.6% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling