+726.0%
KMB vs AEIS
+2,004.7%
-1,278.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +6.0% | -6.9% | +12.9% | +6.2% |
| 30D | +13.5% | -23.2% | +36.7% | +14.4% |
| 3M | +3.8% | -29.5% | +33.3% | +4.8% |
| 6M | +15.6% | -37.9% | +53.5% | +16.9% |
| YTD | +14.0% | +6.0% | +8.0% | +12.4% |
| 1Y | +12.9% | +1.2% | +11.7% | +11.5% |
| 3Y | +3.7% | +150.0% | -146.2% | -2.7% |
| 5Y | -0.1% | +141.9% | -141.9% | -6.7% |
| 10Y | +41.1% | +356.2% | -315.0% | +25.1% |
| All | +726.0% | +2,004.7% | -1,278.7% | +535.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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