+900.7%
KMB vs DRI
+7,577.6%
-6,676.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | -5.5% | +3.8% | -9.3% | -6.0% |
| 3M | +14.0% | +13.0% | +1.0% | +12.0% |
| 6M | +4.1% | +8.3% | -4.2% | +2.8% |
| YTD | +8.0% | +20.6% | -12.6% | +5.0% |
| 1Y | -13.7% | +6.5% | -20.2% | -14.8% |
| 3Y | -5.9% | +53.7% | -59.7% | -12.3% |
| 5Y | -8.6% | +72.7% | -81.3% | -17.0% |
| 10Y | +17.3% | +363.2% | -345.9% | -13.6% |
| All | +900.7% | +7,577.6% | -6,676.9% | +346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling