+39.6%
DUK vs KMB
-14.2%
+53.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.8% |
| 7D | -0.1% | -8.6% | +8.5% | +3.2% |
| 30D | +0.2% | -7.5% | +7.8% | +3.1% |
| 3M | -1.9% | -0.6% | -1.3% | -1.9% |
| 6M | -6.5% | -1.5% | -5.0% | -6.4% |
| YTD | +5.4% | +1.6% | +3.8% | +4.0% |
| 1Y | +3.6% | -20.8% | +24.3% | +12.6% |
| 3Y | +48.1% | -12.4% | +60.5% | +51.7% |
| 5Y | +39.6% | -12.9% | +52.5% | +41.8% |
| All | +39.6% | -14.2% | +53.7% | +41.8% |
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