+0.8%
KMB vs DOC
-22.8%
+23.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.4% |
| 7D | +0.4% | +8.7% | -8.4% | -1.7% |
| 30D | +14.0% | +7.6% | +6.4% | +12.0% |
| 3M | -1.3% | -5.3% | +3.9% | -0.1% |
| 6M | +16.7% | +27.6% | -10.9% | +10.4% |
| YTD | +12.0% | +32.4% | -20.4% | +4.8% |
| 1Y | +13.6% | +22.9% | -9.2% | +8.1% |
| 3Y | +3.1% | +43.1% | -40.0% | -6.1% |
| 5Y | +0.8% | -21.4% | +22.1% | +4.6% |
| All | +0.8% | -22.8% | +23.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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