+1,782.5%
KMB vs APA
+815.8%
+966.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.4% |
| 7D | -3.0% | +0.5% | -3.6% | -3.1% |
| 30D | -5.5% | +23.4% | -28.9% | -6.7% |
| 3M | +14.0% | +12.7% | +1.3% | +13.0% |
| 6M | +4.1% | +39.4% | -35.3% | +1.5% |
| YTD | +8.0% | +79.0% | -70.9% | +3.6% |
| 1Y | -13.7% | +88.8% | -102.6% | -17.7% |
| 3Y | -5.9% | +6.4% | -12.3% | -8.0% |
| 5Y | -8.6% | +153.0% | -161.6% | -17.8% |
| 10Y | +17.3% | +7.5% | +9.7% | +3.8% |
| All | +1,782.5% | +815.8% | +966.7% | +1,202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling