+2.6%
KMB vs ABCL
-79.5%
+82.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +3.3% |
| 7D | +3.4% | +12.4% | -9.0% | +3.6% |
| 30D | +14.7% | -0.4% | +15.1% | +14.8% |
| 3M | +3.3% | +80.4% | -77.1% | +4.5% |
| 6M | +16.8% | +138.5% | -121.7% | +18.7% |
| YTD | +15.2% | +265.5% | -250.3% | +17.9% |
| 1Y | +13.3% | +219.7% | -206.4% | +15.8% |
| 3Y | +5.4% | +209.4% | -204.0% | +8.5% |
| 5Y | +2.7% | -15.0% | +17.7% | +4.3% |
| All | +2.6% | -79.5% | +82.1% | +0.3% |
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