+1,439.5%
KMB vs AZO
+43,293.3%
-41,853.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.0% | +0.7% | -3.8% | -3.2% |
| 30D | -5.5% | -2.7% | -2.8% | -5.0% |
| 3M | +14.0% | -3.2% | +17.2% | +14.6% |
| 6M | +4.1% | -19.7% | +23.8% | +8.0% |
| YTD | +8.0% | -12.0% | +20.1% | +10.2% |
| 1Y | -13.7% | -29.5% | +15.8% | -8.6% |
| 3Y | -5.9% | +17.3% | -23.3% | -9.3% |
| 5Y | -8.6% | +94.1% | -102.7% | -19.9% |
| 10Y | +17.3% | +303.3% | -286.0% | -11.2% |
| All | +1,439.5% | +43,293.3% | -41,853.8% | +488.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling