-1.3%
KMB vs DTE
+46.4%
-47.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +0.9% | +3.4% | -2.5% | -0.6% |
| 30D | +10.1% | +8.9% | +1.2% | +6.0% |
| 3M | 0.0% | +1.1% | -1.0% | -0.5% |
| 6M | +15.7% | +0.1% | +15.6% | +15.7% |
| YTD | +12.6% | +11.1% | +1.6% | +7.5% |
| 1Y | +10.1% | +4.9% | +5.2% | +7.6% |
| 3Y | +2.1% | +58.6% | -56.4% | -16.1% |
| All | -1.3% | +46.4% | -47.7% | -19.8% |
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