+1.5%
KMB vs DOCS
-54.0%
+55.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +1.6% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | +14.1% | +19.4% | -5.2% | +14.0% |
| 3M | -0.5% | +53.4% | -53.9% | -0.9% |
| 6M | +16.6% | +28.8% | -12.2% | +16.2% |
| YTD | +13.7% | -25.1% | +38.8% | +13.4% |
| 1Y | +16.1% | -48.1% | +64.2% | +15.9% |
| 3Y | +4.7% | +51.4% | -46.7% | +2.9% |
| 5Y | +1.5% | -51.1% | +52.6% | -2.2% |
| All | +1.5% | -54.0% | +55.5% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling