+1.5%
KMB vs AMBA
-72.1%
+73.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.4% | +11.0% | +1.4% |
| 7D | +0.4% | -14.6% | +15.0% | +0.3% |
| 30D | +14.1% | -18.8% | +32.9% | +14.0% |
| 3M | -0.5% | -32.6% | +32.1% | -0.7% |
| 6M | +16.6% | -25.8% | +42.4% | +16.5% |
| YTD | +13.7% | -22.1% | +35.8% | +13.5% |
| 1Y | +16.1% | -36.2% | +52.3% | +15.9% |
| 3Y | +4.7% | +10.0% | -5.3% | +2.9% |
| 5Y | +1.5% | -71.6% | +73.1% | -2.7% |
| All | +1.5% | -72.1% | +73.6% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling