+282.8%
KMB vs AMP
+1,943.9%
-1,661.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.3% |
| 7D | -3.0% | +1.2% | -4.1% | -3.1% |
| 30D | +9.1% | +4.4% | +4.6% | +8.3% |
| 3M | -0.4% | -8.8% | +8.4% | +1.1% |
| 6M | +13.0% | +9.9% | +3.0% | +11.1% |
| YTD | +10.3% | +6.1% | +4.2% | +8.8% |
| 1Y | +8.2% | +10.6% | -2.3% | +5.9% |
| 3Y | +0.4% | +58.8% | -58.4% | -8.7% |
| 5Y | -2.7% | +79.0% | -81.7% | -14.6% |
| 10Y | +35.7% | +461.5% | -425.8% | -8.1% |
| All | +282.8% | +1,943.9% | -1,661.1% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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