-8.0%
KMB vs AR
+143.7%
-151.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -3.0% | +2.5% | -5.5% | -3.0% |
| 30D | -5.5% | +14.8% | -20.3% | -5.2% |
| 3M | +14.0% | +6.2% | +7.8% | +14.2% |
| 6M | +4.1% | +4.3% | -0.2% | +4.3% |
| YTD | +8.0% | +14.4% | -6.3% | +8.4% |
| 1Y | -13.7% | +21.3% | -35.1% | -13.3% |
| 3Y | -5.9% | +39.8% | -45.7% | -5.7% |
| All | -8.0% | +143.7% | -151.8% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling