+1,881.2%
KMB vs APD
+6,285.2%
-4,404.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.5% | +2.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +14.1% | +10.1% | +4.0% | +11.2% |
| 3M | -0.5% | +4.9% | -5.4% | -1.8% |
| 6M | +16.6% | +2.5% | +14.1% | +15.5% |
| YTD | +13.7% | +27.8% | -14.1% | +5.7% |
| 1Y | +16.1% | +32.9% | -16.8% | +6.3% |
| 3Y | +4.7% | +13.4% | -8.7% | -1.7% |
| 5Y | +1.5% | +12.8% | -11.3% | -5.8% |
| 10Y | +40.5% | +194.6% | -154.1% | -3.4% |
| All | +1,881.2% | +6,285.2% | -4,404.1% | +377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling