+1.6%
KMB vs DRI
+66.4%
-64.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +0.5% | +2.8% | -2.4% | -0.1% |
| 30D | +12.4% | +13.3% | -0.9% | +9.8% |
| 3M | +1.0% | +8.2% | -7.2% | -0.6% |
| 6M | +12.1% | +17.5% | -5.4% | +8.7% |
| YTD | +11.6% | +26.9% | -15.3% | +6.6% |
| 1Y | +13.1% | +31.6% | -18.5% | +7.4% |
| 3Y | +1.6% | +67.0% | -65.4% | -9.3% |
| All | +1.6% | +66.4% | -64.8% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling