-13.4%
KMB vs DHI
+58.5%
-71.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.2% |
| 7D | -7.7% | -6.1% | -1.6% | -6.7% |
| 30D | -8.2% | -10.1% | +1.9% | -6.7% |
| 3M | -1.9% | -7.3% | +5.4% | -0.8% |
| 6M | -0.7% | -6.1% | +5.5% | +0.1% |
| YTD | +1.4% | -5.0% | +6.4% | +1.9% |
| 1Y | -19.1% | -22.1% | +3.0% | -16.7% |
| 3Y | -12.6% | +19.2% | -31.8% | -16.2% |
| All | -13.4% | +58.5% | -71.9% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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