-6.6%
KMB vs DT
+8.9%
-15.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -3.0% | -3.3% | +0.3% | -3.0% |
| 30D | -5.5% | +2.0% | -7.5% | -5.5% |
| 3M | +14.0% | +20.0% | -6.0% | +14.1% |
| 6M | +4.1% | +39.3% | -35.2% | +4.5% |
| YTD | +8.0% | +19.8% | -11.7% | +8.7% |
| 1Y | -13.7% | +4.3% | -18.0% | -13.1% |
| All | -6.6% | +8.9% | -15.5% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling