+1,782.5%
KMB vs DOC
+2,974.4%
-1,191.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | -3.0% | -1.5% | -1.6% | -2.8% |
| 30D | -5.5% | -4.8% | -0.7% | -4.6% |
| 3M | +14.0% | +6.9% | +7.1% | +12.6% |
| 6M | +4.1% | +20.7% | -16.7% | +0.1% |
| YTD | +8.0% | +34.1% | -26.1% | +1.7% |
| 1Y | -13.7% | +22.6% | -36.4% | -17.5% |
| 3Y | -5.9% | +20.8% | -26.8% | -10.7% |
| 5Y | -8.6% | -24.9% | +16.2% | -5.8% |
| 10Y | +17.3% | -1.8% | +19.1% | +10.9% |
| All | +1,782.5% | +2,974.4% | -1,191.9% | +802.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling