+1,862.7%
KMB vs DE
+14,451.3%
-12,588.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | +10.1% | +3.6% | +6.5% | +9.4% |
| 3M | 0.0% | +10.2% | -10.2% | -1.9% |
| 6M | +15.7% | +16.6% | -0.9% | +11.9% |
| YTD | +12.6% | +45.8% | -33.2% | +4.1% |
| 1Y | +10.1% | +43.9% | -33.8% | +2.0% |
| 3Y | +2.1% | +89.6% | -87.5% | -11.2% |
| 5Y | -0.7% | +100.3% | -101.0% | -16.3% |
| 10Y | +38.5% | +760.8% | -722.3% | -16.5% |
| All | +1,862.7% | +14,451.3% | -12,588.6% | +521.0% |
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