+1.6%
KMB vs AGI
+138.5%
-136.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -1.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +10.2% | -7.6% | +17.8% | +10.5% |
| 3M | +1.5% | -10.2% | +11.7% | +1.8% |
| 6M | +16.6% | -31.5% | +48.1% | +18.5% |
| YTD | +12.1% | -22.0% | +34.1% | +13.1% |
| 1Y | +11.1% | -7.9% | +19.0% | +11.2% |
| All | +1.6% | +138.5% | -136.9% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling