-13.0%
KMB vs AJG
+9.5%
-22.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -7.7% | -8.5% | +0.8% | -5.6% |
| 30D | -8.2% | -3.8% | -4.4% | -7.3% |
| 3M | -1.9% | +10.8% | -12.7% | -4.1% |
| 6M | -0.7% | +15.6% | -16.3% | -3.9% |
| YTD | +1.4% | -5.1% | +6.5% | +2.5% |
| 1Y | -19.1% | -16.0% | -3.1% | -15.8% |
| All | -13.0% | +9.5% | -22.5% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling