-14.8%
KMB vs DT
+4.0%
-18.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -2.8% |
| 7D | -4.2% | -3.3% | -0.9% | -4.2% |
| 30D | -6.6% | +2.0% | -8.6% | -6.6% |
| 3M | +12.6% | +20.0% | -7.4% | +13.0% |
| 6M | +2.9% | +39.3% | -36.4% | +4.2% |
| YTD | +6.8% | +19.8% | -13.0% | +8.6% |
| 1Y | -14.8% | +4.3% | -19.0% | -12.0% |
| All | -14.8% | +4.0% | -18.8% | -12.0% |
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