-14.8%
KMB vs DE
+49.4%
-64.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.8% |
| 7D | -4.2% | +10.0% | -14.2% | -4.6% |
| 30D | -6.6% | +13.3% | -19.9% | -7.0% |
| 3M | +12.6% | +17.5% | -4.9% | +11.7% |
| 6M | +2.9% | +13.6% | -10.7% | +1.8% |
| YTD | +6.8% | +49.8% | -43.0% | +6.6% |
| 1Y | -14.8% | +47.9% | -62.6% | -15.3% |
| All | -14.8% | +49.4% | -64.1% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling