-13.3%
KMB vs DGX
+96.4%
-109.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | -6.5% | -0.9% | -5.6% | -6.2% |
| 30D | -8.8% | -1.2% | -7.7% | -8.5% |
| 3M | -2.2% | +15.8% | -17.9% | -6.6% |
| 6M | +0.7% | +18.2% | -17.5% | -4.6% |
| YTD | +1.0% | +37.2% | -36.2% | -8.6% |
| 1Y | -20.3% | +30.4% | -50.7% | -26.9% |
| 3Y | -13.3% | +96.7% | -110.0% | -31.4% |
| All | -13.3% | +96.4% | -109.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling