+14.1%
KMB vs DRI
+32.5%
-18.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.8% |
| 7D | +3.4% | +3.1% | +0.3% | +2.5% |
| 30D | +14.7% | +16.2% | -1.6% | +10.7% |
| 3M | +3.3% | +8.4% | -5.1% | +1.2% |
| 6M | +16.8% | +19.0% | -2.2% | +11.8% |
| YTD | +15.2% | +28.8% | -13.6% | +9.3% |
| All | +14.1% | +32.5% | -18.3% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling