+38.7%
KMB vs DRI
+370.8%
-332.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +3.1% |
| 7D | +3.4% | +3.1% | +0.3% | +3.1% |
| 30D | +14.7% | +16.2% | -1.6% | +13.0% |
| 3M | +3.3% | +8.4% | -5.1% | +2.4% |
| 6M | +16.8% | +19.0% | -2.2% | +14.7% |
| YTD | +15.2% | +28.8% | -13.6% | +12.2% |
| 1Y | +13.3% | +33.1% | -19.8% | +9.9% |
| 3Y | +5.4% | +70.8% | -65.3% | -0.3% |
| 5Y | +2.7% | +74.2% | -71.5% | -3.6% |
| 10Y | +38.7% | +345.5% | -306.9% | +24.8% |
| All | +38.7% | +370.8% | -332.1% | +24.8% |
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