+36.0%
KMB vs AR
+44.3%
-8.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +0.5% | -14.3% | +14.7% | +0.5% |
| 30D | +12.4% | +1.4% | +11.0% | +12.4% |
| 3M | +1.0% | +3.4% | -2.4% | +1.0% |
| 6M | +12.1% | -2.1% | +14.2% | +12.1% |
| YTD | +11.6% | +4.7% | +6.9% | +11.5% |
| 1Y | +13.1% | +10.6% | +2.5% | +13.0% |
| 3Y | +1.6% | +24.6% | -23.0% | +1.1% |
| 5Y | -0.3% | +71.9% | -72.2% | -1.2% |
| All | +36.0% | +44.3% | -8.4% | +29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling