+52.0%
KMB vs ARES
+1,196.0%
-1,144.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.0% | -1.7% | -1.4% | -2.9% |
| 30D | -5.5% | +0.3% | -5.7% | -5.5% |
| 3M | +14.0% | +8.5% | +5.5% | +13.2% |
| 6M | +4.1% | +23.5% | -19.4% | +2.2% |
| YTD | +8.0% | -11.2% | +19.3% | +8.4% |
| 1Y | -13.7% | -19.3% | +5.5% | -12.9% |
| 3Y | -5.9% | +48.7% | -54.6% | -11.6% |
| 5Y | -8.6% | +106.5% | -115.2% | -18.3% |
| 10Y | +17.3% | +1,055.3% | -1,038.1% | -9.1% |
| All | +52.0% | +1,196.0% | -1,144.0% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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