+1,782.5%
KMB vs DTE
+3,490.8%
-1,708.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | -5.5% | -2.6% | -2.9% | -4.6% |
| 3M | +14.0% | -3.9% | +17.9% | +15.7% |
| 6M | +4.1% | -7.9% | +12.0% | +7.1% |
| YTD | +8.0% | +7.2% | +0.9% | +5.3% |
| 1Y | -13.7% | +3.1% | -16.8% | -14.8% |
| 3Y | -5.9% | +47.6% | -53.5% | -18.5% |
| 5Y | -8.6% | +32.7% | -41.3% | -18.4% |
| 10Y | +17.3% | +138.8% | -121.5% | -17.2% |
| All | +1,782.5% | +3,490.8% | -1,708.3% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling