+58.7%
KMB vs ALLE
+260.9%
-202.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -5.5% | -6.8% | +1.3% | -3.8% |
| 3M | +14.0% | +21.0% | -7.1% | +8.3% |
| 6M | +4.1% | +1.1% | +3.0% | +3.4% |
| YTD | +8.0% | -0.5% | +8.6% | +7.6% |
| 1Y | -13.7% | -7.3% | -6.5% | -12.7% |
| 3Y | -5.9% | +42.3% | -48.2% | -15.7% |
| 5Y | -8.6% | +13.5% | -22.1% | -14.5% |
| 10Y | +17.3% | +144.0% | -126.8% | -12.9% |
| All | +58.7% | +260.9% | -202.2% | +7.9% |
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 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