-8.6%
KMB vs DVA
+88.7%
-97.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.7% |
| 7D | -2.7% | +2.2% | -4.9% | -2.9% |
| 30D | -5.0% | -2.0% | -3.0% | -4.8% |
| 3M | +6.6% | -6.3% | +12.8% | +6.9% |
| 6M | +1.0% | +19.4% | -18.5% | -1.6% |
| YTD | +6.0% | +58.5% | -52.5% | +0.1% |
| 1Y | -16.6% | +33.9% | -50.5% | -19.9% |
| 3Y | -8.6% | +88.4% | -97.1% | -14.2% |
| All | -8.6% | +88.7% | -97.3% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling