+35.5%
KMB vs ALK
-45.1%
+80.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -1.1% |
| 7D | -3.0% | +0.9% | -3.9% | -3.0% |
| 30D | +9.1% | +3.3% | +5.8% | +8.7% |
| 3M | -0.4% | -17.6% | +17.1% | +0.9% |
| 6M | +13.0% | +0.8% | +12.1% | +12.6% |
| YTD | +10.3% | -22.4% | +32.7% | +11.4% |
| 1Y | +8.2% | -10.1% | +18.3% | +8.0% |
| 3Y | +0.4% | +14.0% | -13.6% | -3.1% |
| 5Y | -2.7% | -29.8% | +27.1% | -3.6% |
| All | +35.5% | -45.1% | +80.6% | +28.2% |
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