-8.6%
KMB vs DBX
+21.2%
-29.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.9% |
| 7D | -2.7% | -1.3% | -1.4% | -2.7% |
| 30D | -5.0% | -2.9% | -2.2% | -5.0% |
| 3M | +6.6% | +23.8% | -17.3% | +7.0% |
| 6M | +1.0% | +26.2% | -25.2% | +1.9% |
| YTD | +6.0% | +21.6% | -15.7% | +6.9% |
| 1Y | -16.6% | +11.4% | -28.1% | -16.0% |
| 3Y | -8.6% | +21.3% | -29.9% | -8.6% |
| All | -8.6% | +21.2% | -29.8% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling