+38.3%
KMB vs AMBA
-0.9%
+39.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.1% |
| 7D | +0.9% | +2.7% | -1.8% | +0.9% |
| 30D | +10.1% | -2.2% | +12.3% | +10.1% |
| 3M | 0.0% | -26.6% | +26.7% | +0.3% |
| 6M | +15.7% | -26.8% | +42.5% | +15.9% |
| YTD | +12.6% | -15.1% | +27.8% | +12.4% |
| 1Y | +10.1% | -32.3% | +42.4% | +10.2% |
| 3Y | +2.1% | +19.8% | -17.7% | -0.2% |
| 5Y | -0.7% | -69.2% | +68.6% | -0.8% |
| All | +38.3% | -0.9% | +39.2% | +23.7% |
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