+36.0%
KMB vs AMBA
-0.9%
+36.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -8.0% | -1.9% |
| 7D | +0.5% | -7.2% | +7.7% | +0.5% |
| 30D | +12.4% | -10.4% | +22.8% | +12.5% |
| 3M | +1.0% | -30.1% | +31.1% | +1.3% |
| 6M | +12.1% | -22.4% | +34.6% | +12.2% |
| YTD | +11.6% | -17.3% | +29.0% | +11.4% |
| 1Y | +13.1% | -35.4% | +48.5% | +13.3% |
| 3Y | +1.6% | +18.6% | -17.0% | -0.8% |
| 5Y | -0.3% | -69.8% | +69.5% | -0.5% |
| All | +36.0% | -0.9% | +36.8% | +21.7% |
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