-0.6%
KMB vs ABCL
-80.5%
+80.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.6% | -1.7% |
| 7D | +0.5% | -3.2% | +3.6% | +0.4% |
| 30D | +12.4% | -7.4% | +19.8% | +12.4% |
| 3M | +1.0% | +81.9% | -80.9% | +2.1% |
| 6M | +12.1% | +135.7% | -123.6% | +14.0% |
| YTD | +11.6% | +247.4% | -235.7% | +14.2% |
| 1Y | +13.1% | +162.3% | -149.1% | +15.3% |
| 3Y | +1.6% | +165.5% | -163.9% | +4.4% |
| 5Y | -0.3% | -21.3% | +20.9% | +1.0% |
| All | -0.6% | -80.5% | +80.0% | -2.9% |
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