+2.7%
KMB vs ALLY
-6.7%
+9.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.2% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +14.7% | +3.4% | +11.2% | +14.5% |
| 3M | +3.3% | -11.1% | +14.3% | +4.0% |
| 6M | +16.8% | -11.5% | +28.3% | +17.6% |
| YTD | +15.2% | -12.3% | +27.6% | +15.9% |
| 1Y | +13.3% | +1.1% | +12.2% | +13.1% |
| 3Y | +5.4% | +64.8% | -59.4% | +0.6% |
| 5Y | +2.7% | -6.9% | +9.6% | +0.3% |
| All | +2.7% | -6.7% | +9.4% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling