+14.7%
KMB vs AIG
+63.9%
-49.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | -8.6% | -1.4% | -7.2% | -8.4% |
| 30D | -7.5% | -3.3% | -4.2% | -7.1% |
| 3M | -0.6% | +2.2% | -2.8% | -0.9% |
| 6M | -1.5% | -2.1% | +0.6% | -1.3% |
| YTD | +1.6% | -11.2% | +12.8% | +3.0% |
| 1Y | -20.8% | -2.1% | -18.7% | -20.7% |
| 3Y | -12.4% | +34.4% | -46.8% | -16.1% |
| 5Y | -12.9% | +53.7% | -66.7% | -18.9% |
| 10Y | +14.7% | +64.4% | -49.7% | -1.3% |
| All | +14.7% | +63.9% | -49.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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