-1.3%
KMB vs APA
+94.1%
-95.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.1% |
| 7D | +0.9% | +8.5% | -7.6% | +1.2% |
| 30D | +10.1% | +2.8% | +7.3% | +10.2% |
| 3M | 0.0% | +21.7% | -21.7% | +0.7% |
| 6M | +15.7% | +32.6% | -16.9% | +16.8% |
| YTD | +12.6% | +103.7% | -91.1% | +14.0% |
| 1Y | +10.1% | +101.8% | -91.7% | +11.5% |
| 3Y | +2.1% | +48.1% | -45.9% | +3.0% |
| All | -1.3% | +94.1% | -95.4% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling