+38.7%
KMB vs AG
+77.4%
-38.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +3.2% |
| 7D | +3.4% | +10.8% | -7.4% | +3.2% |
| 30D | +14.7% | -8.2% | +22.9% | +14.8% |
| 3M | +3.3% | -13.7% | +17.0% | +3.4% |
| 6M | +16.8% | -27.3% | +44.1% | +17.2% |
| YTD | +15.2% | -4.6% | +19.8% | +15.1% |
| 1Y | +13.3% | +39.4% | -26.1% | +12.5% |
| 3Y | +5.4% | +244.1% | -238.7% | +2.6% |
| 5Y | +2.7% | +16.8% | -14.1% | +1.2% |
| 10Y | +38.7% | +71.7% | -33.0% | +33.3% |
| All | +38.7% | +77.4% | -38.7% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling