+316.1%
KMB vs A
+546.2%
-230.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 3M | +1.0% | +23.8% | -22.8% | -1.2% |
| 6M | +12.1% | +49.0% | -36.9% | +7.4% |
| YTD | +11.6% | +29.4% | -17.8% | +8.3% |
| 1Y | +13.1% | +19.4% | -6.3% | +10.6% |
| 3Y | +1.6% | +66.2% | -64.6% | -4.6% |
| 5Y | -0.3% | +15.8% | -16.1% | -3.8% |
| 10Y | +37.9% | +326.1% | -288.2% | +17.1% |
| All | +316.1% | +546.2% | -230.1% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling