+41.1%
KMB vs DRI
+343.2%
-302.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | +6.0% | +4.2% | +1.8% | +5.6% |
| 30D | +13.5% | +15.7% | -2.2% | +11.8% |
| 3M | +3.8% | +5.8% | -2.0% | +3.1% |
| 6M | +15.6% | +18.4% | -2.8% | +13.5% |
| YTD | +14.0% | +28.2% | -14.2% | +11.0% |
| 1Y | +12.9% | +35.9% | -23.0% | +9.3% |
| 3Y | +3.7% | +67.7% | -64.0% | -1.8% |
| 5Y | -0.1% | +77.9% | -77.9% | -6.4% |
| 10Y | +41.1% | +338.7% | -297.6% | +26.8% |
| All | +41.1% | +343.2% | -302.1% | +26.8% |
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