+2.7%
KMB vs DBX
+15.8%
-13.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.0% | +9.2% | +3.5% |
| 7D | +3.4% | -8.6% | +12.0% | +3.7% |
| 30D | +14.7% | -5.2% | +19.9% | +14.9% |
| 3M | +3.3% | -6.4% | +9.7% | +3.5% |
| 6M | +16.8% | +12.7% | +4.1% | +16.4% |
| YTD | +15.2% | +17.2% | -2.0% | +15.0% |
| 1Y | +13.3% | +5.5% | +7.8% | +13.4% |
| 3Y | +5.4% | +24.1% | -18.7% | +3.8% |
| 5Y | +2.7% | +14.2% | -11.5% | -3.9% |
| All | +2.7% | +15.8% | -13.1% | -3.9% |
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