+3.4%
KMB vs ACM
-8.9%
+12.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +6.0% | +6.6% | -0.6% | +5.3% |
| 30D | +13.5% | +19.8% | -6.3% | +11.5% |
| 3M | +3.8% | -3.1% | +6.9% | +3.6% |
| 6M | +15.6% | -11.5% | +27.1% | +16.0% |
| YTD | +14.0% | -24.7% | +38.7% | +15.7% |
| 1Y | +12.9% | -45.1% | +58.0% | +18.7% |
| All | +3.4% | -8.9% | +12.3% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling