+44.0%
KMB vs DOCU
+107.7%
-63.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.6% |
| 7D | +0.4% | -3.2% | +3.6% | +0.5% |
| 30D | +14.1% | +15.7% | -1.5% | +13.8% |
| 3M | -0.5% | +37.3% | -37.8% | -1.2% |
| 6M | +16.6% | +63.1% | -46.5% | +15.4% |
| YTD | +13.7% | +15.4% | -1.7% | +13.2% |
| 1Y | +16.1% | +11.3% | +4.7% | +15.6% |
| 3Y | +4.7% | +92.1% | -87.4% | +2.4% |
| 5Y | +1.5% | -70.5% | +72.0% | +1.3% |
| All | +44.0% | +107.7% | -63.7% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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