+2,541.1%
DUK vs KMB
+1,824.3%
+716.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | 0.0% | -3.0% | +3.0% | +0.9% |
| 30D | -1.7% | -5.5% | +3.8% | 0.0% |
| 3M | -0.4% | +14.0% | -14.4% | -4.6% |
| 6M | -7.2% | +4.1% | -11.3% | -8.8% |
| YTD | +5.3% | +8.0% | -2.8% | +2.2% |
| 1Y | +3.0% | -13.7% | +16.7% | +6.7% |
| 3Y | +53.1% | -5.9% | +59.0% | +53.5% |
| 5Y | +37.9% | -8.6% | +46.5% | +39.1% |
| 10Y | +124.8% | +17.3% | +107.6% | +109.8% |
| All | +2,541.1% | +1,824.3% | +716.9% | +1,216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling