+1.2%
KMB vs DT
+103.5%
-102.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -3.0% | -3.3% | +0.3% | -2.9% |
| 30D | -5.5% | +2.0% | -7.5% | -5.6% |
| 3M | +14.0% | +20.0% | -6.0% | +13.2% |
| 6M | +4.1% | +39.3% | -35.2% | +2.8% |
| YTD | +8.0% | +19.8% | -11.7% | +7.2% |
| 1Y | -13.7% | +4.3% | -18.0% | -14.0% |
| 3Y | -5.9% | +7.7% | -13.6% | -6.7% |
| 5Y | -8.6% | -26.8% | +18.2% | -8.5% |
| All | +1.2% | +103.5% | -102.4% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling