+41.1%
KMB vs D
+44.7%
-3.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +6.0% | +2.4% | +3.7% | +5.0% |
| 30D | +13.5% | +10.9% | +2.6% | +8.9% |
| 3M | +3.8% | +2.8% | +0.9% | +2.6% |
| 6M | +15.6% | +12.7% | +2.9% | +9.9% |
| YTD | +14.0% | +20.3% | -6.3% | +5.3% |
| 1Y | +12.9% | +17.1% | -4.2% | +5.4% |
| 3Y | +3.7% | +75.1% | -71.4% | -18.7% |
| 5Y | -0.1% | +13.1% | -13.2% | -6.9% |
| 10Y | +41.1% | +48.3% | -7.1% | +13.6% |
| All | +41.1% | +44.7% | -3.6% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling