+1,822.5%
KMB vs AON
+5,309.2%
-3,486.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -3.0% | -3.2% | +0.2% | -2.3% |
| 30D | +9.1% | +21.7% | -12.6% | +4.7% |
| 3M | -0.4% | -5.1% | +4.7% | +0.6% |
| 6M | +13.0% | +5.9% | +7.1% | +11.5% |
| YTD | +10.3% | -4.8% | +15.1% | +10.8% |
| 1Y | +8.2% | -4.1% | +12.3% | +8.5% |
| 3Y | +0.4% | +2.0% | -1.6% | -1.3% |
| 5Y | -2.7% | +15.2% | -17.9% | -7.5% |
| 10Y | +35.7% | +229.5% | -193.9% | +2.5% |
| All | +1,822.5% | +5,309.2% | -3,486.7% | +644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling