+14.1%
KMB vs DE
+866.0%
-851.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -8.6% | -3.0% | -5.6% | -8.2% |
| 30D | -7.5% | +11.1% | -18.7% | -8.8% |
| 3M | -0.6% | +17.6% | -18.2% | -2.9% |
| 6M | -1.5% | +13.6% | -15.1% | -3.5% |
| YTD | +1.6% | +46.3% | -44.7% | -3.9% |
| 1Y | -20.8% | +44.2% | -65.0% | -25.0% |
| 3Y | -12.4% | +76.6% | -89.0% | -20.1% |
| 5Y | -12.9% | +98.2% | -111.2% | -23.2% |
| All | +14.1% | +866.0% | -851.9% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling