+13.6%
KMB vs DT
-5.1%
+18.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.7% | +4.1% |
| 7D | +0.4% | -25.5% | +25.9% | 0.0% |
| 30D | +14.0% | -22.3% | +36.3% | +13.7% |
| 3M | -1.3% | +2.3% | -3.7% | -0.7% |
| 6M | +16.7% | +20.7% | -4.0% | +18.5% |
| YTD | +12.0% | +7.9% | +4.1% | +14.3% |
| 1Y | +13.6% | -5.7% | +19.4% | +17.4% |
| All | +13.6% | -5.1% | +18.8% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling