+569.7%
KMB vs AU
+617.7%
-48.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.2% | -1.4% |
| 7D | -3.0% | -1.1% | -1.9% | -2.9% |
| 30D | +9.1% | -4.4% | +13.5% | +9.2% |
| 3M | -0.4% | -10.0% | +9.6% | -0.2% |
| 6M | +13.0% | -14.5% | +27.4% | +13.3% |
| YTD | +10.3% | +6.4% | +4.0% | +9.6% |
| 1Y | +8.2% | +7.7% | +0.5% | +7.4% |
| 3Y | +0.4% | +514.1% | -513.7% | -6.4% |
| 5Y | -2.7% | +386.5% | -389.2% | -9.3% |
| 10Y | +35.7% | +851.3% | -815.6% | +22.8% |
| All | +569.7% | +617.7% | -48.1% | +528.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling