+1,881.2%
KMB vs D
+2,488.7%
-607.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.4% | +6.9% | -6.5% | -2.0% |
| 30D | +14.1% | +12.3% | +1.8% | +9.5% |
| 3M | -0.5% | +3.0% | -3.6% | -1.6% |
| 6M | +16.6% | +12.8% | +3.8% | +11.3% |
| YTD | +13.7% | +22.6% | -8.8% | +5.2% |
| 1Y | +16.1% | +21.7% | -5.6% | +7.6% |
| 3Y | +4.7% | +83.9% | -79.2% | -17.3% |
| 5Y | +1.5% | +14.0% | -12.4% | -5.8% |
| 10Y | +40.5% | +45.6% | -5.1% | +16.7% |
| All | +1,881.2% | +2,488.7% | -607.5% | +399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling