+135.1%
KMB vs AMCR
+103.0%
+32.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | +0.1% | -8.5% | +8.5% | +1.6% |
| 30D | +10.2% | +6.8% | +3.5% | +9.0% |
| 3M | +1.5% | -5.0% | +6.5% | +2.4% |
| 6M | +16.6% | +13.9% | +2.8% | +14.1% |
| YTD | +12.1% | +11.2% | +0.8% | +9.8% |
| 1Y | +11.1% | +11.3% | -0.3% | +8.8% |
| 3Y | +1.9% | +15.4% | -13.4% | -1.0% |
| 5Y | -1.3% | -7.7% | +6.5% | -1.7% |
| 10Y | +37.8% | +20.2% | +17.6% | +31.3% |
| All | +135.1% | +103.0% | +32.1% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling