+249.4%
KMB vs AG
+294.5%
-45.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.7% | -1.9% |
| 7D | +0.5% | +6.3% | -5.9% | +0.3% |
| 30D | +12.4% | -8.9% | +21.3% | +12.6% |
| 3M | +1.0% | -12.2% | +13.2% | +1.2% |
| 6M | +12.1% | -28.3% | +40.4% | +12.7% |
| YTD | +11.6% | -8.8% | +20.4% | +11.3% |
| 1Y | +13.1% | +39.4% | -26.2% | +11.8% |
| 3Y | +1.6% | +229.4% | -227.8% | -2.4% |
| 5Y | -0.3% | +14.5% | -14.9% | -2.6% |
| 10Y | +37.9% | +82.7% | -44.8% | +30.2% |
| All | +249.4% | +294.5% | -45.0% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling