+983.7%
KMB vs ALB
+2,835.3%
-1,851.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -1.1% |
| 7D | -3.0% | -8.1% | +5.0% | -2.2% |
| 30D | -5.5% | +6.3% | -11.7% | -6.2% |
| 3M | +14.0% | -23.6% | +37.6% | +16.8% |
| 6M | +4.1% | -24.6% | +28.7% | +6.3% |
| YTD | +8.0% | -10.3% | +18.3% | +7.8% |
| 1Y | -13.7% | +61.5% | -75.2% | -20.1% |
| 3Y | -5.9% | -34.0% | +28.0% | -6.7% |
| 5Y | -8.6% | -44.6% | +36.0% | -10.5% |
| 10Y | +17.3% | +76.1% | -58.8% | -10.3% |
| All | +983.7% | +2,835.3% | -1,851.6% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling