+67.0%
KMB vs ALLE
+331.3%
-264.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.3% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +14.1% | +20.6% | -6.4% | +8.6% |
| 3M | -0.5% | +11.4% | -11.9% | -3.4% |
| 6M | +16.6% | +42.5% | -26.0% | +6.1% |
| YTD | +13.7% | +18.9% | -5.2% | +8.0% |
| 1Y | +16.1% | +14.2% | +1.9% | +11.3% |
| 3Y | +4.7% | +90.7% | -86.0% | -13.1% |
| 5Y | +1.5% | +52.5% | -50.9% | -12.1% |
| 10Y | +40.5% | +231.2% | -190.7% | -3.4% |
| All | +67.0% | +331.3% | -264.3% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling