-0.1%
KMB vs AR
+87.1%
-87.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.1% | +2.3% |
| 7D | +6.0% | -5.8% | +11.8% | +5.9% |
| 30D | +13.5% | +4.8% | +8.7% | +13.6% |
| 3M | +3.8% | +1.5% | +2.3% | +3.8% |
| 6M | +15.6% | +4.7% | +10.9% | +15.8% |
| YTD | +14.0% | +9.2% | +4.8% | +14.3% |
| 1Y | +12.9% | +11.2% | +1.8% | +13.2% |
| 3Y | +3.7% | +46.2% | -42.5% | +3.7% |
| 5Y | -0.1% | +98.1% | -98.1% | +3.8% |
| All | -0.1% | +87.1% | -87.2% | +3.8% |
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