+12.9%
KMB vs ACI
-21.6%
+34.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | +6.0% | -0.6% | +6.6% | +6.1% |
| 30D | +13.5% | +9.5% | +3.9% | +11.9% |
| 3M | +3.8% | +10.1% | -6.3% | +2.2% |
| 6M | +15.6% | -15.4% | +31.0% | +16.9% |
| YTD | +14.0% | -19.5% | +33.6% | +15.7% |
| 1Y | +12.9% | -21.0% | +33.9% | +15.3% |
| All | +12.9% | -21.6% | +34.5% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling