+37.8%
KMB vs D
+47.5%
-9.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.5% |
| 7D | +0.1% | -2.4% | +2.5% | +1.1% |
| 30D | +10.2% | +9.0% | +1.2% | +6.5% |
| 3M | +1.5% | +1.0% | +0.5% | +1.0% |
| 6M | +16.6% | +11.0% | +5.6% | +11.6% |
| YTD | +12.1% | +19.8% | -7.7% | +3.7% |
| 1Y | +11.1% | +16.0% | -4.9% | +4.0% |
| 3Y | +1.9% | +74.4% | -72.4% | -20.0% |
| 5Y | -1.3% | +13.5% | -14.8% | -8.2% |
| 10Y | +37.8% | +48.4% | -10.6% | +10.7% |
| All | +37.8% | +47.5% | -9.7% | +10.7% |
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