+66.4%
DOCN vs KMB
+1.7%
+64.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.5% | -17.4% | -15.5% |
| 7D | -29.3% | +0.4% | -29.7% | -29.1% |
| 30D | -46.0% | +14.1% | -60.2% | -44.6% |
| 3M | -43.2% | -0.5% | -42.7% | -42.6% |
| 6M | -53.7% | +16.6% | -70.3% | -52.7% |
| YTD | +46.9% | +13.7% | +33.2% | +50.0% |
| 1Y | +54.3% | +16.1% | +38.3% | +57.6% |
| 3Y | +185.5% | +4.7% | +180.9% | +190.0% |
| 5Y | -31.1% | +1.5% | -32.6% | -30.5% |
| All | +66.4% | +1.7% | +64.7% | +72.6% |
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