-13.7%
KMB vs AR
+22.7%
-36.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.7% |
| 7D | -3.0% | +2.5% | -5.5% | -2.6% |
| 30D | -5.5% | +14.8% | -20.3% | -3.1% |
| 3M | +14.0% | +6.2% | +7.8% | +15.5% |
| 6M | +4.1% | +4.3% | -0.2% | +5.4% |
| YTD | +8.0% | +14.4% | -6.3% | +10.9% |
| 1Y | -13.7% | +21.3% | -35.1% | -6.4% |
| All | -13.7% | +22.7% | -36.4% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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