+38.3%
KMB vs AGI
+389.5%
-351.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.1% |
| 7D | +0.9% | -10.1% | +11.0% | +1.3% |
| 30D | +10.1% | -6.5% | +16.6% | +10.3% |
| 3M | 0.0% | -12.8% | +12.9% | +0.4% |
| 6M | +15.7% | -34.3% | +50.0% | +17.2% |
| YTD | +12.6% | -25.6% | +38.3% | +13.4% |
| 1Y | +10.1% | -14.2% | +24.4% | +10.3% |
| 3Y | +2.1% | +127.3% | -125.1% | -1.6% |
| 5Y | -0.7% | +241.8% | -242.4% | -6.0% |
| All | +38.3% | +389.5% | -351.2% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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