+13.8%
KMB vs AU
+694.8%
-681.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | 0.0% |
| 7D | -7.7% | -7.0% | -0.7% | -7.4% |
| 30D | -8.2% | +7.3% | -15.5% | -8.6% |
| 3M | -1.9% | +33.2% | -35.1% | -3.3% |
| 6M | -0.7% | -0.6% | 0.0% | -1.1% |
| YTD | +1.4% | +26.2% | -24.8% | -0.2% |
| 1Y | -19.1% | +68.3% | -87.4% | -21.6% |
| 3Y | -12.6% | +592.1% | -604.7% | -21.5% |
| 5Y | -12.7% | +685.3% | -697.9% | -23.0% |
| All | +13.8% | +694.8% | -681.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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