-12.9%
KMB vs DTE
+31.9%
-44.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -8.6% | 0.0% | -8.6% | -8.6% |
| 30D | -7.5% | -0.5% | -7.0% | -7.4% |
| 3M | -0.6% | -6.0% | +5.4% | +2.2% |
| 6M | -1.5% | -7.2% | +5.7% | +1.7% |
| YTD | +1.6% | +7.2% | -5.6% | -1.5% |
| 1Y | -20.8% | +4.1% | -24.8% | -22.2% |
| 3Y | -12.4% | +46.9% | -59.3% | -26.0% |
| 5Y | -12.9% | +32.9% | -45.8% | -25.7% |
| All | -12.9% | +31.9% | -44.9% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling