-10.9%
KMB vs AVTR
-63.6%
+52.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.0% |
| 7D | -2.7% | +7.4% | -10.1% | -3.1% |
| 30D | -5.0% | +12.2% | -17.2% | -5.6% |
| 3M | +6.6% | +57.4% | -50.8% | +4.0% |
| 6M | +1.0% | +86.7% | -85.7% | -2.5% |
| YTD | +6.0% | +33.1% | -27.1% | +4.0% |
| 1Y | -16.6% | +16.1% | -32.8% | -17.7% |
| 3Y | -8.6% | -24.6% | +16.0% | -8.2% |
| 5Y | -10.9% | -63.5% | +52.6% | -10.1% |
| All | -10.9% | -63.6% | +52.7% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling