+36.0%
KMB vs DAR
+268.8%
-232.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | +0.5% | -9.9% | +10.4% | +1.1% |
| 30D | +12.4% | -16.4% | +28.8% | +13.5% |
| 3M | +1.0% | -17.1% | +18.0% | +1.9% |
| 6M | +12.1% | -20.5% | +32.6% | +13.4% |
| YTD | +11.6% | +39.4% | -27.8% | +8.1% |
| 1Y | +13.1% | +57.2% | -44.1% | +8.5% |
| 3Y | +1.6% | +13.9% | -12.3% | -1.4% |
| 5Y | -0.3% | -40.8% | +40.5% | +1.7% |
| All | +36.0% | +268.8% | -232.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling