+1,782.5%
KMB vs D
+2,347.4%
-564.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -3.0% | +1.5% | -4.5% | -3.6% |
| 30D | -5.5% | -2.6% | -2.9% | -4.6% |
| 3M | +14.0% | 0.0% | +14.0% | +14.0% |
| 6M | +4.1% | +7.4% | -3.3% | +1.1% |
| YTD | +8.0% | +15.9% | -7.8% | +2.0% |
| 1Y | -13.7% | +18.1% | -31.9% | -19.2% |
| 3Y | -5.9% | +58.4% | -64.3% | -21.8% |
| 5Y | -8.6% | +5.2% | -13.8% | -12.8% |
| 10Y | +17.3% | +35.9% | -18.6% | -0.2% |
| All | +1,782.5% | +2,347.4% | -564.9% | +383.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling