+113.8%
KMB vs AMBA
+807.9%
-694.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.9% | +4.2% |
| 7D | +0.4% | -8.1% | +8.4% | +0.5% |
| 30D | +14.0% | -10.8% | +24.8% | +14.2% |
| 3M | -1.3% | -25.9% | +24.6% | -0.9% |
| 6M | +16.7% | -13.9% | +30.5% | +16.5% |
| YTD | +12.0% | -14.0% | +26.0% | +11.7% |
| 1Y | +13.6% | -25.7% | +39.3% | +13.5% |
| 3Y | +3.1% | +21.5% | -18.3% | +0.6% |
| 5Y | +0.8% | -68.9% | +69.7% | +0.8% |
| 10Y | +38.4% | +5.2% | +33.2% | +28.2% |
| All | +113.8% | +807.9% | -694.1% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling