+2.7%
KMB vs AMC
-99.2%
+101.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.3% | -5.1% | +3.1% |
| 7D | +3.4% | +6.6% | -3.2% | +3.3% |
| 30D | +14.7% | +14.1% | +0.6% | +14.5% |
| 3M | +3.3% | +31.3% | -28.0% | +2.9% |
| 6M | +16.8% | +126.7% | -109.9% | +15.5% |
| YTD | +15.2% | +117.9% | -102.7% | +13.9% |
| 1Y | +13.3% | +41.1% | -27.8% | +12.4% |
| 3Y | +5.4% | -61.0% | +66.4% | +5.5% |
| 5Y | +2.7% | -99.1% | +101.9% | +5.4% |
| All | +2.7% | -99.2% | +101.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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