+38.7%
KMB vs ALK
-37.5%
+76.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.9% | +2.7% |
| 7D | +3.4% | +8.9% | -5.5% | +2.7% |
| 30D | +14.7% | +5.9% | +8.7% | +14.1% |
| 3M | +3.3% | -16.5% | +19.8% | +4.5% |
| 6M | +16.8% | +2.1% | +14.7% | +16.2% |
| YTD | +15.2% | -17.1% | +32.3% | +15.7% |
| 1Y | +13.3% | -2.9% | +16.2% | +12.4% |
| 3Y | +5.4% | +24.5% | -19.0% | +1.1% |
| 5Y | +2.7% | -29.1% | +31.8% | +1.7% |
| 10Y | +38.7% | -39.1% | +77.8% | +32.5% |
| All | +38.7% | -37.5% | +76.1% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling