+39.4%
KMB vs DBX
+15.6%
+23.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -3.0% | -6.3% | +3.3% | -2.6% |
| 30D | +9.1% | -5.9% | +14.9% | +9.4% |
| 3M | -0.4% | -0.4% | -0.1% | -0.5% |
| 6M | +13.0% | +29.8% | -16.9% | +11.3% |
| YTD | +10.3% | +20.5% | -10.2% | +9.1% |
| 1Y | +8.2% | +8.7% | -0.4% | +7.6% |
| 3Y | +0.4% | +25.9% | -25.6% | -2.0% |
| 5Y | -2.7% | +24.2% | -26.9% | -5.8% |
| All | +39.4% | +15.6% | +23.9% | +25.7% |
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