+16.8%
KMB vs ALM
+3,219.4%
-3,202.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.8% | -2.0% |
| 7D | -2.7% | +8.4% | -11.1% | -2.8% |
| 30D | -5.0% | +34.8% | -39.9% | -5.2% |
| 3M | +6.6% | +16.2% | -9.7% | +6.4% |
| 6M | +1.0% | +2.1% | -1.2% | +0.8% |
| YTD | +6.0% | +117.0% | -111.1% | +5.1% |
| 1Y | -16.6% | +313.9% | -330.5% | -17.7% |
| 3Y | -8.6% | +2,327.9% | -2,336.6% | -11.3% |
| 5Y | -10.9% | +1,040.6% | -1,051.5% | -13.2% |
| 10Y | +16.8% | +3,219.4% | -3,202.6% | +14.2% |
| All | +16.8% | +3,219.4% | -3,202.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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