-1.3%
KMB vs DGX
+90.8%
-92.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +0.9% | +1.6% | -0.6% | +0.5% |
| 30D | +10.1% | +11.2% | -1.1% | +6.8% |
| 3M | 0.0% | +10.4% | -10.4% | -2.8% |
| 6M | +15.7% | +37.1% | -21.4% | +5.5% |
| YTD | +12.6% | +52.1% | -39.5% | -0.5% |
| 1Y | +10.1% | +40.7% | -30.6% | -0.6% |
| 3Y | +2.1% | +107.6% | -105.4% | -18.4% |
| All | -1.3% | +90.8% | -92.1% | -23.5% |
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