+126.6%
KMB vs AMCR
+100.2%
+26.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.0% | -1.9% | -1.2% | -2.7% |
| 30D | -5.5% | -4.1% | -1.4% | -4.8% |
| 3M | +14.0% | +21.7% | -7.7% | +10.4% |
| 6M | +4.1% | +1.5% | +2.6% | +3.5% |
| YTD | +8.0% | +13.1% | -5.1% | +5.6% |
| 1Y | -13.7% | +13.0% | -26.7% | -15.8% |
| 3Y | -5.9% | +6.9% | -12.9% | -7.8% |
| 5Y | -8.6% | -10.5% | +1.8% | -8.7% |
| 10Y | +17.3% | +20.9% | -3.6% | +12.0% |
| All | +126.6% | +100.2% | +26.4% | +117.4% |
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