-10.9%
KMB vs DE
+95.7%
-106.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | -5.0% | +9.6% | -14.7% | -5.6% |
| 3M | +6.6% | +19.0% | -12.4% | +5.2% |
| 6M | +1.0% | +16.1% | -15.1% | -0.2% |
| YTD | +6.0% | +47.0% | -41.1% | +3.0% |
| 1Y | -16.6% | +43.1% | -59.8% | -18.9% |
| 3Y | -8.6% | +77.5% | -86.1% | -12.8% |
| 5Y | -10.9% | +96.4% | -107.2% | -14.3% |
| All | -10.9% | +95.7% | -106.5% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling