+38.3%
KMB vs AG
+76.0%
-37.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.1% |
| 7D | +0.9% | -10.0% | +10.9% | +1.1% |
| 30D | +10.1% | -10.5% | +20.6% | +10.2% |
| 3M | 0.0% | -27.3% | +27.3% | +0.5% |
| 6M | +15.7% | -43.0% | +58.7% | +16.5% |
| YTD | +12.6% | -17.9% | +30.6% | +12.8% |
| 1Y | +10.1% | +11.9% | -1.8% | +9.8% |
| 3Y | +2.1% | +201.8% | -199.7% | -0.3% |
| 5Y | -0.7% | -0.1% | -0.6% | -1.8% |
| All | +38.3% | +76.0% | -37.7% | +32.9% |
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