+1,782.5%
KMB vs D
+2,347.4%
-564.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | +14.0% | -1.0% | +15.0% | +14.4% |
| 6M | +4.1% | +6.3% | -2.2% | +1.5% |
| YTD | +8.0% | +14.7% | -6.7% | +2.4% |
| 1Y | -13.7% | +16.9% | -30.7% | -18.9% |
| 3Y | -5.9% | +56.8% | -62.7% | -21.5% |
| 5Y | -8.6% | +5.2% | -13.8% | -12.8% |
| 10Y | +17.3% | +35.9% | -18.6% | -0.2% |
| All | +1,782.5% | +2,347.4% | -564.9% | +383.9% |
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