+922.0%
KMB vs DRI
+8,033.5%
-7,111.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | +9.1% | +10.8% | -1.8% | +7.5% |
| 3M | -0.4% | +0.9% | -1.3% | -0.6% |
| 6M | +13.0% | +16.3% | -3.3% | +10.5% |
| YTD | +10.3% | +27.8% | -17.4% | +6.3% |
| 1Y | +8.2% | +33.9% | -25.6% | +3.6% |
| 3Y | +0.4% | +67.2% | -66.8% | -7.5% |
| 5Y | -2.7% | +79.0% | -81.7% | -12.0% |
| 10Y | +35.7% | +332.2% | -296.5% | +1.2% |
| All | +922.0% | +8,033.5% | -7,111.5% | +352.0% |
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