-13.7%
KMB vs AJG
+74.4%
-88.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -6.5% | -8.3% | +1.8% | -4.4% |
| 30D | -8.8% | -5.7% | -3.1% | -7.4% |
| 3M | -2.2% | +9.1% | -11.3% | -4.3% |
| 6M | +0.7% | +15.2% | -14.6% | -3.0% |
| YTD | +1.0% | -6.3% | +7.3% | +2.3% |
| 1Y | -20.3% | -19.1% | -1.2% | -16.2% |
| 3Y | -13.3% | +8.2% | -21.5% | -16.4% |
| All | -13.7% | +74.4% | -88.0% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling