+41.8%
KMB vs DOCU
+111.8%
-70.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +4.0% | +4.1% |
| 7D | +0.4% | -3.7% | +4.1% | +0.4% |
| 30D | +14.0% | +15.0% | -0.9% | +13.7% |
| 3M | -1.3% | +39.9% | -41.2% | -2.0% |
| 6M | +16.7% | +66.2% | -49.5% | +15.5% |
| YTD | +12.0% | +17.7% | -5.7% | +11.5% |
| 1Y | +13.6% | +13.7% | -0.1% | +13.2% |
| 3Y | +3.1% | +95.9% | -92.8% | +0.8% |
| 5Y | +0.8% | -71.7% | +72.4% | +0.6% |
| All | +41.8% | +111.8% | -70.0% | +28.3% |
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