+1,886.5%
KMB vs DE
+14,755.9%
-12,869.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +6.0% | +3.3% | +2.8% | +5.4% |
| 30D | +13.5% | +10.7% | +2.8% | +11.4% |
| 3M | +3.8% | +13.1% | -9.4% | +1.2% |
| 6M | +15.6% | +20.2% | -4.6% | +11.2% |
| YTD | +14.0% | +48.9% | -34.9% | +5.0% |
| 1Y | +12.9% | +46.6% | -33.7% | +4.2% |
| 3Y | +3.7% | +91.4% | -87.7% | -10.0% |
| 5Y | -0.1% | +108.1% | -108.2% | -16.4% |
| 10Y | +41.1% | +782.7% | -741.5% | -15.3% |
| All | +1,886.5% | +14,755.9% | -12,869.4% | +526.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling