+1,907.5%
KMB vs AME
+18,777.7%
-16,870.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +2.4% |
| 7D | +3.4% | -1.5% | +4.9% | +3.5% |
| 30D | +14.7% | -4.2% | +18.9% | +15.3% |
| 3M | +3.3% | -5.9% | +9.2% | +4.1% |
| 6M | +16.8% | +2.8% | +14.0% | +15.6% |
| YTD | +15.2% | +16.6% | -1.3% | +11.2% |
| 1Y | +13.3% | +22.1% | -8.8% | +8.3% |
| 3Y | +5.4% | +64.7% | -59.2% | -5.6% |
| 5Y | +2.7% | +76.6% | -73.9% | -9.8% |
| 10Y | +38.7% | +443.9% | -405.2% | -3.0% |
| All | +1,907.5% | +18,777.7% | -16,870.2% | +673.1% |
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