+14.7%
KMB vs DG
+102.6%
-87.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.6% |
| 7D | -8.6% | -4.8% | -3.8% | -7.8% |
| 30D | -7.5% | +1.8% | -9.3% | -7.9% |
| 3M | -0.6% | +14.5% | -15.1% | -3.2% |
| 6M | -1.5% | -13.6% | +12.0% | +0.6% |
| YTD | +1.6% | -4.8% | +6.4% | +1.9% |
| 1Y | -20.8% | +21.6% | -42.3% | -24.4% |
| 3Y | -12.4% | +4.5% | -16.9% | -16.9% |
| 5Y | -12.9% | -38.5% | +25.5% | -7.6% |
| 10Y | +14.7% | +102.2% | -87.5% | -4.3% |
| All | +14.7% | +102.6% | -87.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling