+1,844.7%
KMB vs AME
+18,019.4%
-16,174.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.4% | -2.3% |
| 7D | +0.5% | -5.2% | +5.6% | +1.3% |
| 30D | +12.4% | -8.0% | +20.4% | +13.9% |
| 3M | +1.0% | -8.9% | +9.9% | +2.4% |
| 6M | +12.1% | -5.0% | +17.1% | +12.7% |
| YTD | +11.6% | +11.9% | -0.3% | +8.6% |
| 1Y | +13.1% | +16.6% | -3.5% | +9.1% |
| 3Y | +1.6% | +62.5% | -60.9% | -8.9% |
| 5Y | -0.3% | +67.6% | -67.9% | -11.6% |
| 10Y | +37.9% | +450.4% | -412.4% | -3.7% |
| All | +1,844.7% | +18,019.4% | -16,174.6% | +654.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling