+64.7%
KMB vs ALLY
+101.5%
-36.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +14.1% | +4.2% | +10.0% | +13.8% |
| 3M | -0.5% | -12.4% | +11.9% | +0.4% |
| 6M | +16.6% | -8.7% | +25.3% | +17.3% |
| YTD | +13.7% | -11.6% | +25.4% | +14.5% |
| 1Y | +16.1% | +0.2% | +15.9% | +15.8% |
| 3Y | +4.7% | +57.1% | -52.4% | -0.1% |
| 5Y | +1.5% | -6.8% | +8.4% | -0.6% |
| 10Y | +40.5% | +200.4% | -159.9% | +18.2% |
| All | +64.7% | +101.5% | -36.8% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling