+233.6%
KMB vs DG
+628.1%
-394.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.8% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | +14.7% | +7.4% | +7.3% | +13.3% |
| 3M | +3.3% | +8.5% | -5.2% | +1.7% |
| 6M | +16.8% | +21.9% | -5.1% | +12.7% |
| YTD | +15.2% | +4.9% | +10.3% | +13.6% |
| 1Y | +13.3% | +40.4% | -27.1% | +6.1% |
| 3Y | +5.4% | +23.5% | -18.1% | -2.2% |
| 5Y | +2.7% | -32.3% | +35.0% | +5.3% |
| 10Y | +38.7% | +119.3% | -80.7% | +17.2% |
| All | +233.6% | +628.1% | -394.5% | +139.1% |
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