+36.0%
KMB vs ALB
+33.3%
+2.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.5% | +9.1% | -8.6% | +0.1% |
| 30D | +12.4% | -3.4% | +15.8% | +12.5% |
| 3M | +1.0% | -20.6% | +21.6% | +1.8% |
| 6M | +12.1% | -48.2% | +60.3% | +14.9% |
| YTD | +11.6% | -29.2% | +40.9% | +12.5% |
| 1Y | +13.1% | +10.0% | +3.1% | +11.8% |
| 3Y | +1.6% | -12.9% | +14.5% | -0.2% |
| 5Y | -0.3% | -61.3% | +61.0% | +1.5% |
| All | +36.0% | +33.3% | +2.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling