+933.8%
KMB vs DRI
+7,978.2%
-7,044.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +0.5% | +2.8% | -2.4% | +0.1% |
| 30D | +12.4% | +13.3% | -0.9% | +10.5% |
| 3M | +1.0% | +8.2% | -7.2% | -0.2% |
| 6M | +12.1% | +17.5% | -5.4% | +9.5% |
| YTD | +11.6% | +26.9% | -15.3% | +7.7% |
| 1Y | +13.1% | +31.6% | -18.5% | +8.5% |
| 3Y | +1.6% | +67.0% | -65.4% | -6.4% |
| 5Y | -0.3% | +72.9% | -73.2% | -9.4% |
| 10Y | +37.9% | +371.3% | -333.4% | +1.4% |
| All | +933.8% | +7,978.2% | -7,044.3% | +357.6% |
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