-8.6%
KMB vs AIG
+34.0%
-42.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.5% |
| 7D | -2.7% | -1.6% | -1.1% | -2.4% |
| 30D | -5.0% | -5.2% | +0.2% | -4.0% |
| 3M | +6.6% | +1.5% | +5.1% | +6.3% |
| 6M | +1.0% | -3.9% | +4.9% | +1.6% |
| YTD | +6.0% | -11.6% | +17.6% | +7.9% |
| 1Y | -16.6% | -2.9% | -13.7% | -16.5% |
| 3Y | -8.6% | +33.7% | -42.4% | -11.9% |
| All | -8.6% | +34.0% | -42.6% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling