-8.0%
KMB vs ALC
-16.0%
+7.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | -3.0% | -2.1% | -0.9% | -2.7% |
| 30D | -5.5% | -0.1% | -5.4% | -5.5% |
| 3M | +14.0% | +5.9% | +8.1% | +13.1% |
| 6M | +4.1% | -15.9% | +20.0% | +6.1% |
| YTD | +8.0% | -10.1% | +18.2% | +9.1% |
| 1Y | -13.7% | -10.2% | -3.5% | -12.9% |
| 3Y | -5.9% | -13.6% | +7.6% | -5.4% |
| All | -8.0% | -16.0% | +7.9% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling