-14.8%
KMB vs AJG
-12.9%
-1.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | -4.2% | -1.8% | -2.4% | -3.8% |
| 30D | -6.6% | +4.6% | -11.2% | -7.5% |
| 3M | +12.6% | +24.9% | -12.3% | +8.1% |
| 6M | +2.9% | +17.2% | -14.3% | -0.4% |
| YTD | +6.8% | +2.2% | +4.6% | +6.3% |
| 1Y | -14.8% | -11.5% | -3.2% | -12.2% |
| All | -14.8% | -12.9% | -1.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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