-1.7%
KMB vs ABCL
-81.0%
+79.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -1.6% |
| 7D | -3.0% | +4.4% | -7.4% | -2.9% |
| 30D | +9.1% | -7.9% | +16.9% | +9.0% |
| 3M | -0.4% | +12.2% | -12.6% | -0.1% |
| 6M | +13.0% | +134.7% | -121.8% | +14.8% |
| YTD | +10.3% | +239.8% | -229.4% | +12.8% |
| 1Y | +8.2% | +192.7% | -184.5% | +10.4% |
| 3Y | +0.4% | +187.6% | -187.3% | +3.2% |
| 5Y | -2.7% | -22.6% | +19.9% | -1.4% |
| All | -1.7% | -81.0% | +79.2% | -4.1% |
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