-1.3%
KMB vs ACM
+1.1%
-2.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +0.9% | +5.6% | -4.7% | +0.3% |
| 30D | +10.1% | +20.8% | -10.7% | +7.8% |
| 3M | 0.0% | +11.4% | -11.4% | -1.2% |
| 6M | +15.7% | +0.9% | +14.7% | +15.1% |
| YTD | +12.6% | -24.8% | +37.5% | +15.1% |
| 1Y | +10.1% | -46.4% | +56.6% | +17.1% |
| 3Y | +2.1% | -9.2% | +11.4% | +1.0% |
| All | -1.3% | +1.1% | -2.4% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling