-18.9%
KMB vs AIG
-1.7%
-17.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | -8.6% | -1.4% | -7.2% | -8.3% |
| 30D | -7.5% | -3.3% | -4.2% | -6.8% |
| 3M | -0.6% | +2.2% | -2.8% | -1.0% |
| 6M | -1.5% | -2.1% | +0.6% | -1.2% |
| YTD | +1.6% | -11.2% | +12.8% | +3.0% |
| All | -18.9% | -1.7% | -17.2% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling