+38.7%
KMB vs AR
+48.7%
-10.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +3.2% |
| 7D | +3.4% | -10.5% | +13.9% | +3.4% |
| 30D | +14.7% | +1.3% | +13.4% | +14.7% |
| 3M | +3.3% | +4.8% | -1.5% | +3.3% |
| 6M | +16.8% | +1.2% | +15.6% | +16.8% |
| YTD | +15.2% | +5.5% | +9.7% | +15.1% |
| 1Y | +13.3% | +8.1% | +5.2% | +13.2% |
| 3Y | +5.4% | +38.8% | -33.4% | +4.9% |
| 5Y | +2.7% | +78.8% | -76.1% | +1.7% |
| 10Y | +38.7% | +46.4% | -7.7% | +32.2% |
| All | +38.7% | +48.7% | -10.0% | +32.2% |
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