+1,782.5%
KMB vs DE
+14,847.5%
-13,065.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.0% | +10.0% | -13.1% | -4.7% |
| 30D | -5.5% | +13.3% | -18.8% | -7.7% |
| 3M | +14.0% | +17.5% | -3.5% | +10.3% |
| 6M | +4.1% | +13.6% | -9.5% | +1.2% |
| YTD | +8.0% | +49.8% | -41.7% | -0.5% |
| 1Y | -13.7% | +47.9% | -61.6% | -20.5% |
| 3Y | -5.9% | +72.5% | -78.5% | -16.8% |
| 5Y | -8.6% | +90.2% | -98.8% | -22.3% |
| 10Y | +17.3% | +865.4% | -848.1% | -30.8% |
| All | +1,782.5% | +14,847.5% | -13,065.0% | +493.2% |
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