+3.5%
KMB vs ALLY
+57.0%
-53.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.4% |
| 30D | +14.1% | +4.2% | +10.0% | +14.0% |
| 3M | -0.5% | -12.4% | +11.9% | -0.2% |
| 6M | +16.6% | -8.7% | +25.3% | +16.8% |
| YTD | +13.7% | -11.6% | +25.4% | +13.9% |
| 1Y | +16.1% | +0.2% | +15.9% | +16.2% |
| All | +3.5% | +57.0% | -53.6% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling