-5.6%
KMB vs APA
+5.6%
-11.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.7% |
| 7D | -3.0% | +0.5% | -3.6% | -3.0% |
| 30D | -5.5% | +23.4% | -28.9% | -4.6% |
| 3M | +14.0% | +12.7% | +1.3% | +14.8% |
| 6M | +4.1% | +39.4% | -35.3% | +4.9% |
| YTD | +8.0% | +79.0% | -70.9% | +9.1% |
| 1Y | -13.7% | +88.8% | -102.6% | -12.7% |
| All | -5.6% | +5.6% | -11.2% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling