+1,862.7%
KMB vs AFL
+20,558.3%
-18,695.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.9% |
| 7D | +0.9% | +2.9% | -1.9% | +0.4% |
| 30D | +10.1% | +8.0% | +2.1% | +8.6% |
| 3M | 0.0% | +5.9% | -5.9% | -1.0% |
| 6M | +15.7% | +11.6% | +4.1% | +13.4% |
| YTD | +12.6% | +17.5% | -4.9% | +9.3% |
| 1Y | +10.1% | +13.3% | -3.1% | +7.6% |
| 3Y | +2.1% | +67.0% | -64.9% | -7.4% |
| 5Y | -0.7% | +150.6% | -151.3% | -16.7% |
| 10Y | +38.5% | +343.1% | -304.6% | +2.1% |
| All | +1,862.7% | +20,558.3% | -18,695.6% | +506.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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