-1.3%
KMB vs AON
+17.2%
-18.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +0.1% | -2.4% | +2.4% | +0.7% |
| 30D | +10.2% | +22.8% | -12.6% | +4.9% |
| 3M | +1.5% | -5.3% | +6.8% | +2.3% |
| 6M | +16.6% | +8.4% | +8.3% | +14.3% |
| YTD | +12.1% | -3.9% | +16.0% | +12.3% |
| 1Y | +11.1% | -3.1% | +14.2% | +11.0% |
| 3Y | +1.9% | +3.0% | -1.0% | 0.0% |
| 5Y | -1.3% | +16.7% | -18.0% | -6.5% |
| All | -1.3% | +17.2% | -18.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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