+13.8%
KMB vs DTE
+141.0%
-127.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.3% |
| 7D | -7.7% | -2.0% | -5.7% | -7.0% |
| 30D | -8.2% | -2.4% | -5.8% | -7.4% |
| 3M | -1.9% | -7.3% | +5.4% | +1.0% |
| 6M | -0.7% | -7.6% | +7.0% | +2.3% |
| YTD | +1.4% | +5.8% | -4.4% | -0.9% |
| 1Y | -19.1% | +2.3% | -21.5% | -19.9% |
| 3Y | -12.6% | +45.0% | -57.6% | -24.5% |
| 5Y | -12.7% | +33.2% | -45.9% | -22.7% |
| All | +13.8% | +141.0% | -127.1% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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