+35.5%
KMB vs DD
+98.3%
-62.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -3.0% | +6.7% | -9.7% | -3.9% |
| 30D | +9.1% | +19.4% | -10.4% | +6.0% |
| 3M | -0.4% | +7.6% | -8.0% | -1.7% |
| 6M | +13.0% | +2.9% | +10.1% | +12.1% |
| YTD | +10.3% | +29.9% | -19.5% | +5.5% |
| 1Y | +8.2% | +28.6% | -20.4% | +3.6% |
| 3Y | +0.4% | +90.0% | -89.6% | -10.9% |
| 5Y | -2.7% | +68.1% | -70.8% | -13.1% |
| All | +35.5% | +98.3% | -62.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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