-14.4%
KMB vs AMRZ
-13.6%
-0.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.0% | -1.9% | -1.1% | -2.8% |
| 30D | -5.5% | -16.9% | +11.5% | -3.0% |
| 3M | +14.0% | -19.2% | +33.2% | +17.2% |
| 6M | +4.1% | -29.3% | +33.4% | +8.1% |
| YTD | +8.0% | -18.0% | +26.0% | +10.8% |
| 1Y | -13.7% | -15.1% | +1.3% | -11.5% |
| All | -14.4% | -13.6% | -0.8% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling