-1.3%
KMB vs DRI
+78.6%
-79.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +0.9% | +1.1% | -0.1% | +0.7% |
| 30D | +10.1% | +9.7% | +0.4% | +8.5% |
| 3M | 0.0% | +3.2% | -3.1% | -0.5% |
| 6M | +15.7% | +20.6% | -4.9% | +12.2% |
| YTD | +12.6% | +28.3% | -15.6% | +8.1% |
| 1Y | +10.1% | +34.5% | -24.4% | +4.9% |
| 3Y | +2.1% | +66.5% | -64.4% | -5.9% |
| All | -1.3% | +78.6% | -79.9% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling