-12.7%
KMB vs DGX
+59.5%
-72.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | -7.7% | -3.5% | -4.2% | -6.7% |
| 30D | -8.2% | -2.7% | -5.5% | -7.5% |
| 3M | -1.9% | +13.9% | -15.8% | -5.6% |
| 6M | -0.7% | +16.0% | -16.7% | -5.0% |
| YTD | +1.4% | +34.9% | -33.6% | -7.2% |
| 1Y | -19.1% | +30.6% | -49.7% | -25.4% |
| 3Y | -12.6% | +93.0% | -105.6% | -28.4% |
| 5Y | -12.7% | +64.4% | -77.1% | -26.4% |
| All | -12.7% | +59.5% | -72.1% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling