+164.6%
DOCN vs KMB
-3.4%
+168.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.6% |
| 7D | +1.1% | -3.0% | +4.2% | +0.8% |
| 30D | -9.6% | -5.5% | -4.2% | -10.1% |
| 3M | -37.7% | +14.0% | -51.7% | -37.3% |
| 6M | +115.2% | +4.1% | +111.1% | +115.5% |
| YTD | +133.7% | +8.0% | +125.7% | +134.7% |
| 1Y | +250.2% | -13.7% | +263.9% | +250.2% |
| 3Y | +320.3% | -5.9% | +326.2% | +320.6% |
| 5Y | +53.1% | -8.6% | +61.7% | +48.8% |
| All | +164.6% | -3.4% | +168.0% | +170.2% |
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