+35.5%
KMB vs ALLY
+172.1%
-136.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -3.0% | -2.1% | -0.8% | -2.8% |
| 30D | +9.1% | +2.0% | +7.1% | +8.9% |
| 3M | -0.4% | -13.3% | +12.9% | +0.6% |
| 6M | +13.0% | -9.9% | +22.8% | +13.7% |
| YTD | +10.3% | -13.5% | +23.9% | +11.3% |
| 1Y | +8.2% | -2.8% | +11.0% | +8.2% |
| 3Y | +0.4% | +63.4% | -63.1% | -4.4% |
| 5Y | -2.7% | -10.9% | +8.2% | -4.4% |
| All | +35.5% | +172.1% | -136.6% | +18.5% |
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