+0.6%
KMB vs AVTR
+1.1%
-0.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.9% |
| 7D | -8.6% | +1.6% | -10.2% | -8.7% |
| 30D | -7.5% | +8.4% | -15.9% | -8.1% |
| 3M | -0.6% | +50.2% | -50.8% | -3.8% |
| 6M | -1.5% | +82.6% | -84.1% | -6.2% |
| YTD | +1.6% | +29.8% | -28.2% | -0.9% |
| 1Y | -20.8% | +16.0% | -36.8% | -22.3% |
| 3Y | -12.4% | -26.4% | +14.1% | -11.9% |
| 5Y | -12.9% | -64.5% | +51.5% | -7.2% |
| All | +0.6% | +1.1% | -0.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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