+88.0%
KMB vs AR
-32.8%
+120.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.6% |
| 7D | +0.4% | -11.7% | +12.1% | +0.5% |
| 30D | +14.1% | +1.8% | +12.3% | +14.1% |
| 3M | -0.5% | +6.0% | -6.5% | -0.6% |
| 6M | +16.6% | -7.0% | +23.6% | +16.6% |
| YTD | +13.7% | +5.6% | +8.1% | +13.6% |
| 1Y | +16.1% | +10.8% | +5.2% | +15.8% |
| 3Y | +4.7% | +19.3% | -14.6% | +4.1% |
| 5Y | +1.5% | +73.3% | -71.8% | +0.1% |
| 10Y | +40.5% | +47.6% | -7.1% | +36.2% |
| All | +88.0% | -32.8% | +120.8% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling