-19.5%
KMB vs AMRZ
-19.2%
-0.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.8% |
| 7D | -8.6% | -4.7% | -4.0% | -7.9% |
| 30D | -7.5% | -11.3% | +3.7% | -5.9% |
| 3M | -0.6% | -22.1% | +21.4% | +2.8% |
| 6M | -1.5% | -29.6% | +28.0% | +2.6% |
| YTD | +1.6% | -23.3% | +24.9% | +5.3% |
| 1Y | -20.8% | -23.7% | +2.9% | -17.5% |
| All | -19.5% | -19.2% | -0.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 5y: compounded portfolio wealth divided by compounded AMRZ 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…
5y analysis · Full analysis span regression · 6 months rolling