+3.6%
KMB vs DOCS
-21.3%
+24.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -1.0% |
| 7D | +6.0% | -0.6% | +6.6% | +6.0% |
| 30D | +13.5% | +6.3% | +7.2% | +13.4% |
| 3M | +3.8% | +26.5% | -22.7% | +3.6% |
| 6M | +15.6% | +24.8% | -9.2% | +15.3% |
| YTD | +14.0% | -26.8% | +40.8% | +13.8% |
| 1Y | +12.9% | -38.3% | +51.2% | +12.7% |
| 3Y | +3.7% | +36.0% | -32.3% | +2.6% |
| 5Y | -0.1% | -55.0% | +54.9% | -1.9% |
| All | +3.6% | -21.3% | +24.8% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling