-2.7%
KMB vs ALM
+387.9%
-390.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.5% |
| 7D | -3.0% | -4.0% | +1.1% | -2.9% |
| 30D | +9.1% | -30.5% | +39.6% | +9.3% |
| 3M | -0.4% | -46.9% | +46.5% | 0.0% |
| 6M | +13.0% | -65.5% | +78.5% | +13.9% |
| YTD | +10.3% | -13.4% | +23.7% | +9.9% |
| 1Y | +8.2% | +9.8% | -1.6% | +7.5% |
| 3Y | +0.4% | +783.1% | -782.7% | -2.2% |
| 5Y | -2.7% | +378.3% | -381.0% | -5.7% |
| All | -2.7% | +387.9% | -390.6% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling