+18.0%
KMB vs APD
+165.5%
-147.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -3.0% | -2.2% | -0.8% | -2.5% |
| 30D | -5.5% | +2.1% | -7.6% | -6.0% |
| 3M | +14.0% | +7.2% | +6.8% | +11.7% |
| 6M | +4.1% | +11.2% | -7.2% | +0.7% |
| YTD | +8.0% | +24.4% | -16.3% | +1.2% |
| 1Y | -13.7% | +6.7% | -20.4% | -15.9% |
| 3Y | -5.9% | +9.2% | -15.2% | -10.7% |
| 5Y | -8.6% | +27.4% | -36.0% | -18.9% |
| All | +18.0% | +165.5% | -147.4% | -19.2% |
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