+16.6%
KMB vs APD
+4.3%
+12.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.5% | +2.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +14.1% | +10.1% | +4.0% | +12.0% |
| 3M | -0.5% | +4.9% | -5.4% | -1.5% |
| 6M | +16.6% | +2.5% | +14.1% | +12.0% |
| All | +16.6% | +4.3% | +12.3% | +12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling