-13.0%
KMB vs AZO
+10.2%
-23.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -7.7% | -2.9% | -4.8% | -6.9% |
| 30D | -8.2% | -5.3% | -2.9% | -6.8% |
| 3M | -1.9% | -7.3% | +5.5% | 0.0% |
| 6M | -0.7% | -22.7% | +22.0% | +5.6% |
| YTD | +1.4% | -15.0% | +16.4% | +5.4% |
| 1Y | -19.1% | -32.2% | +13.1% | -11.6% |
| All | -13.0% | +10.2% | -23.2% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling