+513.8%
KMB vs DGX
+9,743.1%
-9,229.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +0.9% | +1.6% | -0.6% | +0.6% |
| 30D | +10.1% | +11.2% | -1.1% | +8.1% |
| 3M | 0.0% | +10.4% | -10.4% | -1.7% |
| 6M | +15.7% | +37.1% | -21.4% | +9.3% |
| YTD | +12.6% | +52.1% | -39.5% | +4.3% |
| 1Y | +10.1% | +40.7% | -30.6% | +3.4% |
| 3Y | +2.1% | +107.6% | -105.4% | -10.8% |
| 5Y | -0.7% | +90.6% | -91.3% | -12.5% |
| 10Y | +38.5% | +287.9% | -249.4% | +6.9% |
| All | +513.8% | +9,743.1% | -9,229.4% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling