+1,782.5%
KMB vs AON
+5,128.2%
-3,345.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -3.0% | -9.1% | +6.1% | -1.2% |
| 30D | -5.5% | -10.2% | +4.8% | -3.4% |
| 3M | +14.0% | +0.5% | +13.5% | +13.7% |
| 6M | +4.1% | -4.8% | +8.9% | +4.9% |
| YTD | +8.0% | -8.0% | +16.0% | +9.3% |
| 1Y | -13.7% | -13.1% | -0.7% | -11.7% |
| 3Y | -5.9% | -1.3% | -4.7% | -6.9% |
| 5Y | -8.6% | +14.9% | -23.5% | -13.2% |
| 10Y | +17.3% | +214.9% | -197.6% | -10.6% |
| All | +1,782.5% | +5,128.2% | -3,345.7% | +634.0% |
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