-2.7%
KMB vs ALB
-63.0%
+60.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.5% |
| 7D | -3.0% | -3.6% | +0.6% | -2.9% |
| 30D | +9.1% | -2.9% | +11.9% | +9.1% |
| 3M | -0.4% | -25.8% | +25.4% | -0.1% |
| 6M | +13.0% | -53.6% | +66.5% | +13.9% |
| YTD | +10.3% | -32.4% | +42.7% | +10.6% |
| 1Y | +8.2% | -13.0% | +21.3% | +8.2% |
| 3Y | +0.4% | -15.0% | +15.4% | -0.1% |
| 5Y | -2.7% | -63.5% | +60.8% | -2.7% |
| All | -2.7% | -63.0% | +60.3% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling