+1,782.5%
KMB vs AIG
-21.5%
+1,804.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | -5.5% | -4.9% | -0.6% | -5.0% |
| 3M | +14.0% | +4.5% | +9.5% | +13.5% |
| 6M | +4.1% | -1.4% | +5.5% | +4.2% |
| YTD | +8.0% | -9.8% | +17.8% | +9.0% |
| 1Y | -13.7% | -4.5% | -9.2% | -13.5% |
| 3Y | -5.9% | +37.4% | -43.4% | -9.3% |
| 5Y | -8.6% | +55.0% | -63.6% | -13.6% |
| 10Y | +17.3% | +63.7% | -46.4% | +6.9% |
| All | +1,782.5% | -21.5% | +1,804.1% | +983.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling