+115.0%
DRAM vs KMB
+9.5%
+105.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.8% | +9.4% | +3.9% |
| 7D | +6.9% | -4.2% | +11.1% | +2.6% |
| 30D | +11.1% | -6.6% | +17.7% | +3.9% |
| 3M | -9.1% | +12.6% | -21.8% | +1.1% |
| All | +115.0% | +9.5% | +105.5% | +136.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling