-10.9%
KMB vs DBX
+7.2%
-18.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.8% |
| 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% | +6.0% |
| 6M | +1.0% | +26.2% | -25.2% | +0.6% |
| YTD | +6.0% | +21.6% | -15.7% | +5.7% |
| 1Y | -16.6% | +11.4% | -28.1% | -16.7% |
| 3Y | -8.6% | +21.3% | -29.9% | -9.4% |
| 5Y | -10.9% | +6.7% | -17.5% | -17.3% |
| All | -10.9% | +7.2% | -18.1% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling