+41.1%
KMB vs ALLY
+182.8%
-141.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.9% |
| 7D | +6.0% | -0.7% | +6.7% | +6.1% |
| 30D | +13.5% | +1.1% | +12.4% | +13.4% |
| 3M | +3.8% | -13.2% | +16.9% | +4.8% |
| 6M | +15.6% | -13.5% | +29.0% | +16.7% |
| YTD | +14.0% | -14.3% | +28.3% | +15.0% |
| 1Y | +12.9% | -1.1% | +14.1% | +12.8% |
| 3Y | +3.7% | +62.0% | -58.3% | -1.2% |
| 5Y | -0.1% | -9.6% | +9.6% | -1.9% |
| 10Y | +41.1% | +176.0% | -134.8% | +24.3% |
| All | +41.1% | +182.8% | -141.7% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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