-0.6%
KMB vs D
+12.5%
-13.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +0.5% | +3.0% | -2.5% | -0.6% |
| 30D | +12.4% | +11.5% | +0.9% | +8.2% |
| 3M | +1.0% | +3.7% | -2.7% | -0.4% |
| 6M | +12.1% | +13.5% | -1.4% | +7.1% |
| YTD | +11.6% | +20.7% | -9.1% | +4.2% |
| 1Y | +13.1% | +18.2% | -5.1% | +6.3% |
| 3Y | +1.6% | +73.3% | -71.7% | -15.9% |
| All | -0.6% | +12.5% | -13.0% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling