+945.6%
KMB vs DAR
+1,334.0%
-388.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | +0.5% | -9.9% | +10.4% | +0.8% |
| 30D | +12.4% | -16.4% | +28.8% | +13.0% |
| 3M | +1.0% | -17.1% | +18.0% | +1.5% |
| 6M | +12.1% | -20.5% | +32.6% | +12.8% |
| YTD | +11.6% | +39.4% | -27.8% | +10.1% |
| 1Y | +13.1% | +57.2% | -44.1% | +11.1% |
| 3Y | +1.6% | +13.9% | -12.3% | +0.3% |
| 5Y | -0.3% | -40.8% | +40.5% | 0.0% |
| 10Y | +37.9% | +276.2% | -238.3% | +28.8% |
| All | +945.6% | +1,334.0% | -388.4% | +773.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling