-6.6%
KMB vs AME
+54.4%
-61.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -3.0% | +0.6% | -3.7% | -3.1% |
| 30D | -5.5% | -6.7% | +1.2% | -4.7% |
| 3M | +14.0% | +4.1% | +9.9% | +13.2% |
| 6M | +4.1% | +1.6% | +2.5% | +3.5% |
| YTD | +8.0% | +16.1% | -8.1% | +6.0% |
| 1Y | -13.7% | +27.3% | -41.1% | -16.2% |
| All | -6.6% | +54.4% | -61.0% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling