+16.9%
KMB vs AMBA
-7.1%
+23.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -3.0% | -11.0% | +7.9% | -2.9% |
| 30D | -5.5% | -23.2% | +17.7% | -5.2% |
| 3M | +14.0% | -12.7% | +26.7% | +13.9% |
| 6M | +4.1% | +11.2% | -7.1% | +3.5% |
| YTD | +8.0% | -11.2% | +19.3% | +7.8% |
| 1Y | -13.7% | -22.5% | +8.8% | -13.9% |
| 3Y | -5.9% | -1.3% | -4.6% | -7.5% |
| 5Y | -8.6% | -54.2% | +45.5% | -10.0% |
| All | +16.9% | -7.1% | +23.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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