+210.8%
KMB vs ACM
+230.8%
-20.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.0% | -3.7% | +0.7% | -2.5% |
| 30D | -5.5% | -11.1% | +5.6% | -4.1% |
| 3M | +14.0% | -8.0% | +22.0% | +15.0% |
| 6M | +4.1% | -29.7% | +33.7% | +8.8% |
| YTD | +8.0% | -29.4% | +37.4% | +12.6% |
| 1Y | -13.7% | -46.4% | +32.7% | -6.6% |
| 3Y | -5.9% | -22.3% | +16.4% | -4.2% |
| 5Y | -8.6% | +4.5% | -13.1% | -11.8% |
| 10Y | +17.3% | +127.6% | -110.4% | -3.3% |
| All | +210.8% | +230.8% | -20.0% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling