+1,027.3%
KMB vs DHI
+12,556.3%
-11,529.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.6% |
| 7D | -2.7% | -2.0% | -0.7% | -2.5% |
| 30D | -5.0% | -8.3% | +3.3% | -4.2% |
| 3M | +6.6% | -3.7% | +10.3% | +6.9% |
| 6M | +1.0% | -5.4% | +6.4% | +1.4% |
| YTD | +6.0% | -3.0% | +8.9% | +6.1% |
| 1Y | -16.6% | -23.8% | +7.2% | -14.5% |
| 3Y | -8.6% | +21.8% | -30.4% | -11.7% |
| 5Y | -10.9% | +59.6% | -70.5% | -17.2% |
| 10Y | +16.8% | +391.2% | -374.4% | -5.4% |
| All | +1,027.3% | +12,556.3% | -11,529.1% | +563.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling