-1.3%
KMB vs ALB
-64.0%
+62.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.1% |
| 7D | +0.9% | -5.8% | +6.7% | +1.0% |
| 30D | +10.1% | -4.5% | +14.6% | +10.1% |
| 3M | 0.0% | -28.1% | +28.1% | +0.3% |
| 6M | +15.7% | -53.2% | +68.9% | +16.7% |
| YTD | +12.6% | -33.3% | +46.0% | +13.0% |
| 1Y | +10.1% | -17.4% | +27.6% | +10.2% |
| 3Y | +2.1% | -14.1% | +16.3% | +1.7% |
| All | -1.3% | -64.0% | +62.6% | -1.0% |
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