-5.6%
KMB vs APD
+9.1%
-14.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -3.0% | -2.2% | -0.8% | -2.7% |
| 30D | -5.5% | +2.1% | -7.6% | -5.8% |
| 3M | +14.0% | +7.2% | +6.8% | +12.7% |
| 6M | +4.1% | +11.2% | -7.2% | +2.2% |
| YTD | +8.0% | +24.4% | -16.3% | +3.9% |
| 1Y | -13.7% | +6.7% | -20.4% | -15.0% |
| All | -5.6% | +9.1% | -14.7% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling