+0.3%
KMB vs AS
+133.7%
-133.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.6% |
| 7D | +0.4% | +7.1% | -6.7% | +0.1% |
| 30D | +14.1% | +12.8% | +1.3% | +13.5% |
| 3M | -0.5% | -14.7% | +14.2% | 0.0% |
| 6M | +16.6% | -9.9% | +26.5% | +16.9% |
| YTD | +13.7% | -16.1% | +29.9% | +13.9% |
| 1Y | +16.1% | +0.2% | +15.9% | +16.2% |
| All | +0.3% | +133.7% | -133.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling