+2.7%
KMB vs D
+14.9%
-12.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.4% |
| 7D | +3.4% | +0.8% | +2.6% | +3.1% |
| 30D | +14.7% | +10.7% | +4.0% | +10.7% |
| 3M | +3.3% | +2.3% | +1.0% | +2.4% |
| 6M | +16.8% | +12.5% | +4.3% | +11.9% |
| YTD | +15.2% | +20.1% | -4.9% | +7.7% |
| 1Y | +13.3% | +15.6% | -2.3% | +7.3% |
| 3Y | +5.4% | +75.2% | -69.7% | -13.0% |
| 5Y | +2.7% | +14.6% | -11.9% | -2.2% |
| All | +2.7% | +14.9% | -12.2% | -2.2% |
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