+2.7%
KMB vs ALK
-29.1%
+31.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.9% | +2.6% |
| 7D | +3.4% | +8.9% | -5.5% | +2.6% |
| 30D | +14.7% | +5.9% | +8.7% | +14.0% |
| 3M | +3.3% | -16.5% | +19.8% | +4.4% |
| 6M | +16.8% | +2.1% | +14.7% | +16.2% |
| YTD | +15.2% | -17.1% | +32.3% | +15.3% |
| 1Y | +13.3% | -2.9% | +16.2% | +12.2% |
| 3Y | +5.4% | +24.5% | -19.0% | +0.6% |
| 5Y | +2.7% | -29.1% | +31.8% | +1.4% |
| All | +2.7% | -29.1% | +31.8% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling