+302.8%
KMB vs A
+457.0%
-154.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -3.0% | -1.9% | -1.1% | -2.9% |
| 30D | -5.5% | +6.9% | -12.4% | -6.1% |
| 3M | +14.0% | +9.2% | +4.7% | +12.9% |
| 6M | +4.1% | +25.7% | -21.6% | +1.4% |
| YTD | +8.0% | +11.5% | -3.5% | +6.5% |
| 1Y | -13.7% | +18.4% | -32.1% | -15.6% |
| 3Y | -5.9% | +26.6% | -32.6% | -9.3% |
| 5Y | -8.6% | -12.8% | +4.2% | -9.2% |
| 10Y | +17.3% | +247.2% | -229.9% | +1.6% |
| All | +302.8% | +457.0% | -154.2% | +205.6% |
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