+13.0%
KMB vs AGI
-33.0%
+46.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.6% | -1.3% |
| 7D | -3.0% | -7.5% | +4.5% | -2.4% |
| 30D | +9.1% | -9.9% | +18.9% | +9.0% |
| 3M | -0.4% | -14.2% | +13.7% | -0.2% |
| 6M | +13.0% | -35.2% | +48.2% | +8.1% |
| All | +13.0% | -33.0% | +46.0% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling