+38.3%
KMB vs APD
+191.9%
-153.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +0.9% | +3.8% | -2.9% | -0.1% |
| 30D | +10.1% | +8.2% | +1.9% | +7.8% |
| 3M | 0.0% | +4.3% | -4.2% | -1.1% |
| 6M | +15.7% | +4.7% | +11.0% | +14.0% |
| YTD | +12.6% | +31.5% | -18.9% | +3.9% |
| 1Y | +10.1% | +23.5% | -13.4% | +3.2% |
| 3Y | +2.1% | +29.1% | -27.0% | -7.3% |
| 5Y | -0.7% | +15.9% | -16.6% | -8.4% |
| All | +38.3% | +191.9% | -153.6% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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