+19.6%
KMB vs APTV
-19.2%
+38.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.7% |
| 7D | -2.7% | +2.0% | -4.7% | -2.8% |
| 30D | -5.0% | -7.7% | +2.7% | -4.6% |
| 3M | +6.6% | -34.0% | +40.6% | +9.0% |
| 6M | +1.0% | -37.1% | +38.1% | +3.3% |
| YTD | +6.0% | -39.9% | +45.9% | +8.6% |
| 1Y | -16.6% | -44.4% | +27.8% | -14.2% |
| 3Y | -8.6% | -54.5% | +45.9% | -5.5% |
| 5Y | -10.9% | -69.1% | +58.3% | -6.5% |
| All | +19.6% | -19.2% | +38.8% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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