-10.9%
KMB vs DINO
+313.0%
-323.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -1.8% |
| 7D | -2.7% | +4.2% | -6.9% | -2.6% |
| 30D | -5.0% | +33.9% | -38.9% | -4.0% |
| 3M | +6.6% | +50.5% | -44.0% | +8.2% |
| 6M | +1.0% | +95.2% | -94.2% | +3.3% |
| YTD | +6.0% | +140.6% | -134.6% | +8.8% |
| 1Y | -16.6% | +119.0% | -135.6% | -14.5% |
| 3Y | -8.6% | +100.4% | -109.0% | -6.8% |
| 5Y | -10.9% | +324.6% | -335.4% | -2.9% |
| All | -10.9% | +313.0% | -323.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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