-8.0%
KMB vs ALM
+951.0%
-959.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | -3.0% | -2.6% | -0.4% | -3.0% |
| 30D | -5.5% | +32.0% | -37.5% | -5.7% |
| 3M | +14.0% | -15.0% | +29.0% | +14.1% |
| 6M | +4.1% | -10.1% | +14.2% | +3.9% |
| YTD | +8.0% | +99.4% | -91.4% | +7.0% |
| 1Y | -13.7% | +316.4% | -330.1% | -15.1% |
| 3Y | -5.9% | +2,022.0% | -2,027.9% | -9.1% |
| All | -8.0% | +951.0% | -959.0% | -11.8% |
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