+212.8%
KMB vs DG
+606.1%
-393.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -3.0% | +8.4% | -11.4% | -4.4% |
| 30D | -5.5% | +4.9% | -10.4% | -6.3% |
| 3M | +14.0% | +29.3% | -15.4% | +9.1% |
| 6M | +4.1% | -11.3% | +15.3% | +5.7% |
| YTD | +8.0% | +1.8% | +6.3% | +7.2% |
| 1Y | -13.7% | +25.3% | -39.1% | -17.7% |
| 3Y | -5.9% | +9.1% | -15.0% | -10.8% |
| 5Y | -8.6% | -34.9% | +26.3% | -5.6% |
| 10Y | +17.3% | +108.2% | -90.9% | -0.1% |
| All | +212.8% | +606.1% | -393.3% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling