-1.9%
KMB vs DOCS
-36.0%
+34.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.6% |
| 7D | -3.0% | -1.4% | -1.6% | -3.0% |
| 30D | -5.5% | +21.8% | -27.3% | -5.6% |
| 3M | +14.0% | +27.3% | -13.3% | +13.9% |
| 6M | +4.1% | -0.3% | +4.4% | +4.0% |
| YTD | +8.0% | -40.5% | +48.5% | +7.9% |
| 1Y | -13.7% | -61.5% | +47.8% | -13.8% |
| 3Y | -5.9% | +8.2% | -14.1% | -6.9% |
| 5Y | -8.6% | -73.4% | +64.8% | -10.4% |
| All | -1.9% | -36.0% | +34.1% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling