+37.8%
KMB vs DRI
+339.9%
-302.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +10.2% | +14.7% | -4.5% | +8.7% |
| 3M | +1.5% | +5.4% | -4.0% | +0.9% |
| 6M | +16.6% | +18.8% | -2.2% | +14.5% |
| YTD | +12.1% | +28.4% | -16.3% | +9.1% |
| 1Y | +11.1% | +37.7% | -26.6% | +7.4% |
| 3Y | +1.9% | +68.0% | -66.0% | -3.5% |
| 5Y | -1.3% | +78.8% | -80.1% | -7.6% |
| 10Y | +37.8% | +334.2% | -296.4% | +23.7% |
| All | +37.8% | +339.9% | -302.1% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling