-2.8%
KMB vs AMDL
+119.6%
-122.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.3% | -16.0% | -1.3% |
| 7D | +0.1% | +18.5% | -18.4% | +0.9% |
| 30D | +10.2% | -24.2% | +34.5% | +10.1% |
| 3M | +1.5% | +11.5% | -10.0% | +2.7% |
| 6M | +16.6% | -1.0% | +17.6% | +18.3% |
| YTD | +12.1% | +260.3% | -248.2% | +17.1% |
| 1Y | +11.1% | +178.2% | -167.1% | +15.5% |
| All | -2.8% | +119.6% | -122.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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