+1,746.1%
KMB vs AJG
+11,671.2%
-9,925.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.1% |
| 7D | -2.7% | -3.8% | +1.0% | -1.9% |
| 30D | -5.0% | +1.6% | -6.6% | -5.4% |
| 3M | +6.6% | +18.6% | -12.1% | +2.6% |
| 6M | +1.0% | +10.9% | -9.9% | -1.6% |
| YTD | +6.0% | -2.0% | +7.9% | +5.7% |
| 1Y | -16.6% | -14.9% | -1.7% | -14.3% |
| 3Y | -8.6% | +13.4% | -22.1% | -12.2% |
| 5Y | -10.9% | +83.2% | -94.1% | -23.2% |
| 10Y | +16.8% | +484.3% | -467.4% | -20.6% |
| All | +1,746.1% | +11,671.2% | -9,925.1% | +706.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling