-0.8%
KMB vs DT
+97.2%
-98.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.8% |
| 7D | -2.7% | -4.9% | +2.1% | -2.6% |
| 30D | -5.0% | +2.7% | -7.7% | -5.1% |
| 3M | +6.6% | +20.0% | -13.4% | +5.9% |
| 6M | +1.0% | +28.0% | -27.1% | 0.0% |
| YTD | +6.0% | +16.0% | -10.1% | +5.3% |
| 1Y | -16.6% | +0.7% | -17.3% | -16.7% |
| 3Y | -8.6% | +6.2% | -14.8% | -9.4% |
| 5Y | -10.9% | -28.1% | +17.3% | -10.7% |
| All | -0.8% | +97.2% | -98.0% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling