+1,844.7%
KMB vs DD
+1,082.4%
+762.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +0.5% | +4.6% | -4.2% | -0.6% |
| 30D | +12.4% | +11.8% | +0.6% | +9.7% |
| 3M | +1.0% | +2.2% | -1.2% | +0.3% |
| 6M | +12.1% | -1.6% | +13.8% | +11.9% |
| YTD | +11.6% | +23.0% | -11.4% | +6.2% |
| 1Y | +13.1% | +26.9% | -13.8% | +6.9% |
| 3Y | +1.6% | +77.9% | -76.3% | -12.0% |
| 5Y | -0.3% | +59.9% | -60.2% | -13.2% |
| 10Y | +37.9% | +90.1% | -52.1% | +9.3% |
| All | +1,844.7% | +1,082.4% | +762.4% | +719.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling