+1,782.5%
KMB vs AA
+295.2%
+1,487.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.4% |
| 7D | -3.0% | -0.7% | -2.3% | -3.0% |
| 30D | -5.5% | +5.0% | -10.5% | -6.0% |
| 3M | +14.0% | -35.8% | +49.8% | +18.5% |
| 6M | +4.1% | -18.4% | +22.5% | +5.1% |
| YTD | +8.0% | -5.5% | +13.5% | +7.0% |
| 1Y | -13.7% | +61.0% | -74.7% | -19.7% |
| 3Y | -5.9% | +66.2% | -72.2% | -15.5% |
| 5Y | -8.6% | +11.4% | -20.0% | -18.0% |
| 10Y | +17.3% | +116.9% | -99.6% | -14.3% |
| All | +1,782.5% | +295.2% | +1,487.4% | +771.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling