-19.1%
KMB vs APTV
-44.1%
+25.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.2% |
| 7D | -7.7% | -1.8% | -5.9% | -7.7% |
| 30D | -8.2% | -7.9% | -0.3% | -8.4% |
| 3M | -1.9% | -29.9% | +28.0% | -2.5% |
| 6M | -0.7% | -36.6% | +35.9% | -2.6% |
| YTD | +1.4% | -40.0% | +41.3% | -0.6% |
| 1Y | -19.1% | -44.0% | +24.9% | -22.5% |
| All | -19.1% | -44.1% | +25.0% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling