-8.0%
KMB vs DECK
+25.5%
-33.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | -3.0% | -2.2% | -0.8% | -3.0% |
| 30D | -5.5% | -13.6% | +8.1% | -5.0% |
| 3M | +14.0% | -21.2% | +35.2% | +14.8% |
| 6M | +4.1% | -21.1% | +25.2% | +4.7% |
| YTD | +8.0% | -17.2% | +25.3% | +8.7% |
| 1Y | -13.7% | -30.7% | +17.0% | -13.2% |
| 3Y | -5.9% | -3.4% | -2.6% | -6.5% |
| All | -8.0% | +25.5% | -33.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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