+35.5%
KMB vs AGI
+391.9%
-356.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.6% | -1.4% |
| 7D | -3.0% | -7.5% | +4.5% | -2.7% |
| 30D | +9.1% | -9.9% | +18.9% | +9.4% |
| 3M | -0.4% | -14.2% | +13.7% | 0.0% |
| 6M | +13.0% | -35.2% | +48.2% | +14.5% |
| YTD | +10.3% | -25.2% | +35.6% | +11.1% |
| 1Y | +8.2% | -14.3% | +22.5% | +8.4% |
| 3Y | +0.4% | +127.7% | -127.3% | -3.3% |
| 5Y | -2.7% | +243.4% | -246.1% | -8.0% |
| All | +35.5% | +391.9% | -356.4% | +26.5% |
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