+136.3%
KMB vs AMCR
+100.3%
+36.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +0.9% | -2.4% | +3.3% | +1.4% |
| 30D | +10.1% | +3.6% | +6.5% | +9.4% |
| 3M | 0.0% | -4.2% | +4.2% | +0.8% |
| 6M | +15.7% | +15.5% | +0.2% | +13.0% |
| YTD | +12.6% | +9.7% | +2.9% | +10.6% |
| 1Y | +10.1% | +8.3% | +1.8% | +8.4% |
| 3Y | +2.1% | +15.4% | -13.2% | -0.7% |
| 5Y | -0.7% | -9.1% | +8.4% | -0.8% |
| 10Y | +38.5% | +18.6% | +19.9% | +32.3% |
| All | +136.3% | +100.3% | +36.0% | +126.9% |
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