-15.0%
KMB vs ADVB
-97.4%
+82.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +3.3% |
| 7D | +3.4% | -1.2% | +4.6% | +3.4% |
| 30D | +14.7% | -61.4% | +76.1% | +13.8% |
| 3M | +3.3% | -67.8% | +71.1% | +2.5% |
| 6M | +16.8% | -66.9% | +83.7% | +16.6% |
| YTD | +15.2% | -64.9% | +80.1% | +16.1% |
| 1Y | +13.3% | -74.8% | +88.1% | +14.3% |
| All | -15.0% | -97.4% | +82.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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