+10.5%
KMB vs AVTR
+5.1%
+5.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.0% |
| 7D | +0.5% | -3.6% | +4.1% | +0.7% |
| 30D | +12.4% | +0.8% | +11.6% | +12.3% |
| 3M | +1.0% | +17.4% | -16.4% | -0.3% |
| 6M | +12.1% | +83.5% | -71.4% | +6.8% |
| YTD | +11.6% | +35.0% | -23.4% | +8.5% |
| 1Y | +13.1% | +36.7% | -23.6% | +9.8% |
| 3Y | +1.6% | -15.3% | +16.9% | +0.9% |
| 5Y | -0.3% | -59.5% | +59.2% | +5.0% |
| All | +10.5% | +5.1% | +5.4% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling