-3.8%
KMB vs ABCL
-81.3%
+77.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | -3.0% | +0.7% | -3.7% | -3.0% |
| 30D | -5.5% | +93.1% | -98.5% | -4.4% |
| 3M | +14.0% | +79.4% | -65.5% | +15.3% |
| 6M | +4.1% | +214.9% | -210.8% | +6.1% |
| YTD | +8.0% | +234.2% | -226.2% | +10.3% |
| 1Y | -13.7% | +174.8% | -188.5% | -12.1% |
| 3Y | -5.9% | +104.5% | -110.4% | -3.7% |
| 5Y | -8.6% | -39.0% | +30.4% | -7.9% |
| All | -3.8% | -81.3% | +77.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling