+223.1%
KMB vs DG
+612.5%
-389.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.3% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | +12.4% | +9.5% | +2.9% | +10.6% |
| 3M | +1.0% | +5.5% | -4.5% | 0.0% |
| 6M | +12.1% | +16.1% | -3.9% | +9.0% |
| YTD | +11.6% | +2.7% | +8.9% | +10.5% |
| 1Y | +13.1% | +42.1% | -29.0% | +5.8% |
| 3Y | +1.6% | +19.3% | -17.7% | -5.2% |
| 5Y | -0.3% | -35.3% | +35.0% | +3.0% |
| 10Y | +37.9% | +123.9% | -86.0% | +16.3% |
| All | +223.1% | +612.5% | -389.3% | +132.5% |
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