-13.7%
KMB vs AZO
+85.8%
-99.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -6.5% | -3.6% | -2.9% | -5.6% |
| 30D | -8.8% | -5.6% | -3.3% | -7.5% |
| 3M | -2.2% | -6.6% | +4.5% | -0.6% |
| 6M | +0.7% | -22.5% | +23.2% | +6.4% |
| YTD | +1.0% | -15.2% | +16.2% | +4.6% |
| 1Y | -20.3% | -33.9% | +13.6% | -13.0% |
| 3Y | -13.3% | +11.8% | -25.1% | -15.0% |
| All | -13.7% | +85.8% | -99.4% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling