-20.8%
KMB vs AA
+58.8%
-79.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -4.2% |
| 7D | -8.6% | -0.6% | -8.0% | -8.6% |
| 30D | -7.5% | -1.6% | -6.0% | -7.6% |
| 3M | -0.6% | -29.8% | +29.2% | -3.0% |
| 6M | -1.5% | -16.6% | +15.1% | -2.9% |
| YTD | +1.6% | -4.0% | +5.6% | +0.7% |
| 1Y | -20.8% | +63.5% | -84.3% | -21.8% |
| All | -20.8% | +58.8% | -79.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling