+177.7%
KMB vs APTV
+143.1%
+34.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | +6.0% | -4.3% | +10.3% | +6.4% |
| 30D | +13.5% | -9.7% | +23.2% | +14.3% |
| 3M | +3.8% | -20.6% | +24.3% | +5.5% |
| 6M | +15.6% | -31.7% | +47.3% | +18.1% |
| YTD | +14.0% | -48.0% | +62.0% | +18.8% |
| 1Y | +12.9% | -52.1% | +65.0% | +18.4% |
| 3Y | +3.7% | -47.9% | +51.6% | +6.8% |
| 5Y | -0.1% | -76.9% | +76.9% | +8.9% |
| 10Y | +41.1% | -26.7% | +67.9% | +29.2% |
| All | +177.7% | +143.1% | +34.6% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling