+280.0%
KMB vs DPZ
+5,341.2%
-5,061.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.6% |
| 7D | +0.5% | +6.6% | -6.1% | -0.3% |
| 30D | +12.4% | +10.3% | +2.1% | +11.0% |
| 3M | +1.0% | -6.2% | +7.1% | +1.7% |
| 6M | +12.1% | +4.2% | +7.9% | +11.4% |
| YTD | +11.6% | -18.4% | +30.0% | +14.0% |
| 1Y | +13.1% | -14.9% | +28.0% | +14.9% |
| 3Y | +1.6% | -4.6% | +6.2% | +0.9% |
| 5Y | -0.3% | -27.4% | +27.1% | +1.2% |
| 10Y | +37.9% | +125.9% | -88.0% | +17.9% |
| All | +280.0% | +5,341.2% | -5,061.2% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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