-2.7%
KMB vs AIG
+57.6%
-60.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -3.0% | +2.0% | -5.0% | -3.3% |
| 30D | +9.1% | +6.3% | +2.7% | +8.0% |
| 3M | -0.4% | +9.2% | -9.6% | -1.8% |
| 6M | +13.0% | +9.5% | +3.5% | +11.3% |
| YTD | +10.3% | -1.6% | +12.0% | +10.2% |
| 1Y | +8.2% | +8.5% | -0.2% | +6.6% |
| 3Y | +0.4% | +38.3% | -37.9% | -4.4% |
| 5Y | -2.7% | +59.0% | -61.7% | -9.2% |
| All | -2.7% | +57.6% | -60.3% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling