-12.9%
KMB vs AON
+9.3%
-22.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -3.3% |
| 7D | -8.6% | -7.9% | -0.7% | -6.9% |
| 30D | -7.5% | -14.6% | +7.1% | -4.3% |
| 3M | -0.6% | -7.9% | +7.3% | +1.2% |
| 6M | -1.5% | -8.0% | +6.5% | +0.1% |
| YTD | +1.6% | -13.2% | +14.8% | +4.4% |
| 1Y | -20.8% | -16.4% | -4.4% | -17.9% |
| 3Y | -12.4% | -6.7% | -5.7% | -11.9% |
| 5Y | -12.9% | +8.0% | -21.0% | -15.9% |
| All | -12.9% | +9.3% | -22.2% | -15.9% |
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