+38.7%
KMB vs AME
+465.0%
-426.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +2.3% |
| 7D | +3.4% | -1.5% | +4.9% | +3.6% |
| 30D | +14.7% | -4.2% | +18.9% | +15.5% |
| 3M | +3.3% | -5.9% | +9.2% | +4.4% |
| 6M | +16.8% | +2.8% | +14.0% | +15.2% |
| YTD | +15.2% | +16.6% | -1.3% | +10.0% |
| 1Y | +13.3% | +22.1% | -8.8% | +6.8% |
| 3Y | +5.4% | +64.7% | -59.2% | -9.4% |
| 5Y | +2.7% | +76.6% | -73.9% | -14.4% |
| 10Y | +38.7% | +443.9% | -405.2% | -4.0% |
| All | +38.7% | +465.0% | -426.4% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling