+28.4%
KMB vs DBX
+19.3%
+9.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.4% | -4.2% |
| 7D | -8.6% | +0.3% | -8.9% | -8.6% |
| 30D | -7.5% | 0.0% | -7.5% | -7.6% |
| 3M | -0.6% | +26.1% | -26.7% | -1.9% |
| 6M | -1.5% | +29.4% | -30.9% | -3.0% |
| YTD | +1.6% | +24.4% | -22.8% | +0.3% |
| 1Y | -20.8% | +10.9% | -31.6% | -21.3% |
| 3Y | -12.4% | +24.1% | -36.5% | -14.3% |
| 5Y | -12.9% | +7.8% | -20.7% | -14.8% |
| All | +28.4% | +19.3% | +9.1% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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