+14.0%
KMB vs AVTR
+8.1%
+6.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +3.0% |
| 7D | +3.4% | +1.9% | +1.5% | +3.2% |
| 30D | +14.7% | +1.5% | +13.2% | +14.5% |
| 3M | +3.3% | +17.1% | -13.8% | +2.0% |
| 6M | +16.8% | +91.5% | -74.7% | +10.9% |
| YTD | +15.2% | +38.8% | -23.6% | +11.8% |
| 1Y | +13.3% | +37.7% | -24.5% | +9.9% |
| 3Y | +5.4% | -13.5% | +18.9% | +4.6% |
| 5Y | +2.7% | -59.3% | +62.0% | +8.2% |
| All | +14.0% | +8.1% | +6.0% | +6.8% |
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