+41.1%
KMB vs DD
+100.9%
-59.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.2% |
| 7D | +6.0% | +2.2% | +3.8% | +5.6% |
| 30D | +13.5% | +20.7% | -7.2% | +10.2% |
| 3M | +3.8% | +11.3% | -7.6% | +1.9% |
| 6M | +15.6% | +6.0% | +9.6% | +14.2% |
| YTD | +14.0% | +31.7% | -17.7% | +8.8% |
| 1Y | +12.9% | +32.2% | -19.3% | +7.6% |
| 3Y | +3.7% | +92.7% | -89.0% | -8.1% |
| 5Y | -0.1% | +72.1% | -72.2% | -11.1% |
| 10Y | +41.1% | +99.7% | -58.5% | +11.9% |
| All | +41.1% | +100.9% | -59.8% | +11.9% |
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