+16.8%
KMB vs DRI
+350.3%
-333.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.7% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | -5.0% | -0.4% | -4.6% | -5.0% |
| 3M | +6.6% | +9.5% | -2.9% | +5.6% |
| 6M | +1.0% | +6.5% | -5.5% | +0.3% |
| YTD | +6.0% | +18.4% | -12.5% | +4.1% |
| 1Y | -16.6% | +4.2% | -20.8% | -17.2% |
| 3Y | -8.6% | +57.1% | -65.7% | -12.9% |
| 5Y | -10.9% | +70.4% | -81.3% | -16.1% |
| 10Y | +16.8% | +354.0% | -337.2% | +1.0% |
| All | +16.8% | +350.3% | -333.5% | +1.0% |
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