+2.1%
KMB vs AU
+507.6%
-505.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.2% |
| 7D | +0.9% | -7.2% | +8.1% | +1.3% |
| 30D | +10.1% | -2.9% | +12.9% | +10.1% |
| 3M | 0.0% | -8.7% | +8.7% | +0.3% |
| 6M | +15.7% | -14.1% | +29.8% | +16.2% |
| YTD | +12.6% | +4.8% | +7.9% | +12.2% |
| 1Y | +10.1% | +11.9% | -1.8% | +9.4% |
| 3Y | +2.1% | +513.8% | -511.7% | -4.7% |
| All | +2.1% | +507.6% | -505.5% | -4.7% |
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