-15.0%
KMB vs ALC
-11.0%
-4.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | -3.0% | -2.1% | -0.9% | -2.7% |
| 30D | -5.5% | -0.1% | -5.4% | -5.4% |
| 3M | +14.0% | +5.9% | +8.1% | +13.0% |
| 6M | +4.1% | -15.9% | +20.0% | +4.6% |
| YTD | +8.0% | -10.1% | +18.2% | +8.5% |
| All | -15.0% | -11.0% | -4.0% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling