-0.6%
KMB vs A
+15.4%
-15.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.0% |
| 7D | +0.5% | -0.1% | +0.5% | +0.4% |
| 30D | +12.4% | +3.4% | +9.0% | +11.9% |
| 3M | +1.0% | +23.8% | -22.8% | -1.7% |
| 6M | +12.1% | +49.0% | -36.9% | +6.5% |
| YTD | +11.6% | +29.4% | -17.8% | +7.5% |
| 1Y | +13.1% | +19.4% | -6.3% | +10.1% |
| 3Y | +1.6% | +66.2% | -64.6% | -6.7% |
| All | -0.6% | +15.4% | -15.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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