-12.8%
KMB vs AMCR
+8.5%
-21.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.3% |
| 7D | -8.6% | -6.3% | -2.3% | -6.8% |
| 30D | -7.5% | -7.1% | -0.4% | -5.4% |
| 3M | -0.6% | +12.7% | -13.3% | -3.8% |
| 6M | -1.5% | +5.2% | -6.7% | -3.4% |
| YTD | +1.6% | +8.1% | -6.5% | -1.2% |
| 1Y | -20.8% | +11.7% | -32.5% | -23.7% |
| All | -12.8% | +8.5% | -21.3% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling