-5.6%
KMB vs AR
+40.7%
-46.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -3.0% | +2.5% | -5.5% | -2.9% |
| 30D | -5.5% | +14.8% | -20.3% | -4.6% |
| 3M | +14.0% | +6.2% | +7.8% | +14.6% |
| 6M | +4.1% | +4.3% | -0.2% | +4.6% |
| YTD | +8.0% | +14.4% | -6.3% | +9.1% |
| 1Y | -13.7% | +21.3% | -35.1% | -12.4% |
| All | -5.6% | +40.7% | -46.4% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling