+163.2%
KMB vs APTV
+194.6%
-31.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.8% |
| 7D | -3.0% | +4.8% | -7.8% | -3.4% |
| 30D | -5.5% | +2.0% | -7.5% | -5.6% |
| 3M | +14.0% | -34.2% | +48.2% | +17.2% |
| 6M | +4.1% | -34.7% | +38.7% | +6.8% |
| YTD | +8.0% | -37.0% | +45.0% | +11.0% |
| 1Y | -13.7% | -40.4% | +26.7% | -11.1% |
| 3Y | -5.9% | -54.1% | +48.2% | -1.9% |
| 5Y | -8.6% | -68.0% | +59.4% | -3.1% |
| 10Y | +17.3% | -15.5% | +32.8% | +6.6% |
| All | +163.2% | +194.6% | -31.4% | +102.7% |
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