-10.9%
KMB vs ACI
-44.9%
+34.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.3% | -1.5% |
| 7D | -2.7% | -2.6% | -0.2% | -2.4% |
| 30D | -5.0% | +1.1% | -6.1% | -5.2% |
| 3M | +6.6% | -23.6% | +30.2% | +10.0% |
| 6M | +1.0% | -29.9% | +30.9% | +5.4% |
| YTD | +6.0% | -26.9% | +32.8% | +9.8% |
| 1Y | -16.6% | -34.2% | +17.6% | -12.4% |
| 3Y | -8.6% | -43.6% | +35.0% | -2.3% |
| 5Y | -10.9% | -42.4% | +31.5% | -7.0% |
| All | -10.9% | -44.9% | +34.1% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling