+37.8%
KMB vs ALLE
+212.2%
-174.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.9% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +10.2% | +27.4% | -17.1% | +3.3% |
| 3M | +1.5% | +13.8% | -12.4% | -2.1% |
| 6M | +16.6% | +45.5% | -28.9% | +5.3% |
| YTD | +12.1% | +21.4% | -9.3% | +5.7% |
| 1Y | +11.1% | +15.4% | -4.3% | +6.1% |
| 3Y | +1.9% | +91.7% | -89.8% | -15.8% |
| 5Y | -1.3% | +54.5% | -55.8% | -15.1% |
| 10Y | +37.8% | +210.5% | -172.8% | -3.9% |
| All | +37.8% | +212.2% | -174.4% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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