+56.5%
KMB vs ALLY
+124.8%
-68.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -3.0% | +3.7% | -6.7% | -3.3% |
| 30D | -5.5% | -2.3% | -3.2% | -5.3% |
| 3M | +14.0% | +3.8% | +10.2% | +13.6% |
| 6M | +4.1% | +9.7% | -5.6% | +3.3% |
| YTD | +8.0% | -1.4% | +9.5% | +8.0% |
| 1Y | -13.7% | +8.2% | -22.0% | -14.5% |
| 3Y | -5.9% | +66.5% | -72.4% | -10.7% |
| 5Y | -8.6% | +1.2% | -9.8% | -11.1% |
| 10Y | +17.3% | +191.4% | -174.2% | -0.7% |
| All | +56.5% | +124.8% | -68.3% | +34.1% |
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