+38.7%
KMB vs APA
+0.9%
+37.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | +3.4% | -8.7% | +12.1% | +3.4% |
| 30D | +14.7% | -2.4% | +17.1% | +14.7% |
| 3M | +3.3% | +19.0% | -15.7% | +3.2% |
| 6M | +16.8% | +26.8% | -10.0% | +16.7% |
| YTD | +15.2% | +87.3% | -72.1% | +14.6% |
| 1Y | +13.3% | +92.3% | -79.0% | +12.6% |
| 3Y | +5.4% | +37.3% | -31.8% | +5.0% |
| 5Y | +2.7% | +73.2% | -70.5% | +1.6% |
| 10Y | +38.7% | -0.9% | +39.5% | +37.4% |
| All | +38.7% | +0.9% | +37.8% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling