+38.7%
KMB vs AMBA
+12.8%
+25.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.0% | +3.2% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +14.7% | -8.6% | +23.3% | +14.8% |
| 3M | +3.3% | -29.0% | +32.2% | +3.6% |
| 6M | +16.8% | -19.2% | +36.0% | +16.8% |
| YTD | +15.2% | -13.0% | +28.2% | +14.9% |
| 1Y | +13.3% | -31.3% | +44.6% | +13.4% |
| 3Y | +5.4% | +28.1% | -22.7% | +2.9% |
| 5Y | +2.7% | -69.4% | +72.2% | +2.7% |
| 10Y | +38.7% | +7.6% | +31.0% | +24.0% |
| All | +38.7% | +12.8% | +25.8% | +24.0% |
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