-9.0%
KMB vs AU
+599.6%
-608.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -5.0% | +12.8% | -17.8% | -5.5% |
| 3M | +6.6% | +28.5% | -21.9% | +5.4% |
| 6M | +1.0% | +4.8% | -3.8% | +0.4% |
| YTD | +6.0% | +31.0% | -25.0% | +4.7% |
| 1Y | -16.6% | +81.4% | -98.1% | -18.7% |
| All | -9.0% | +599.6% | -608.7% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling