-5.6%
KMB vs D
+56.9%
-62.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -3.0% | +0.4% | -3.5% | -3.2% |
| 30D | -5.5% | -3.6% | -1.9% | -4.3% |
| 3M | +14.0% | -1.0% | +15.0% | +14.4% |
| 6M | +4.1% | +6.3% | -2.2% | +1.8% |
| YTD | +8.0% | +14.7% | -6.7% | +2.8% |
| 1Y | -13.7% | +16.9% | -30.7% | -18.5% |
| All | -5.6% | +56.9% | -62.5% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling