+18.0%
KMB vs AG
+60.0%
-42.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -3.0% | +1.0% | -4.1% | -3.1% |
| 30D | -5.5% | +19.2% | -24.6% | -5.8% |
| 3M | +14.0% | +6.2% | +7.8% | +13.8% |
| 6M | +4.1% | -26.7% | +30.8% | +4.4% |
| YTD | +8.0% | +26.1% | -18.1% | +7.4% |
| 1Y | -13.7% | +131.7% | -145.4% | -15.1% |
| 3Y | -5.9% | +255.3% | -261.3% | -8.7% |
| 5Y | -8.6% | +61.9% | -70.6% | -10.5% |
| All | +18.0% | +60.0% | -42.0% | +18.8% |
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