+1.6%
KMB vs ALC
+2.3%
-0.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | +0.5% | +4.9% | -4.4% | -0.4% |
| 30D | +12.4% | +19.0% | -6.6% | +9.3% |
| 3M | +1.0% | +7.8% | -6.8% | -0.4% |
| 6M | +12.1% | +14.6% | -2.4% | +9.7% |
| YTD | +11.6% | -4.4% | +16.1% | +11.1% |
| 1Y | +13.1% | +1.4% | +11.7% | +11.8% |
| 3Y | +1.6% | +2.5% | -0.9% | +0.3% |
| All | +1.6% | +2.3% | -0.7% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling