-12.9%
KMB vs DVA
+41.6%
-54.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.2% |
| 7D | -8.6% | +2.0% | -10.6% | -8.7% |
| 30D | -7.5% | -0.4% | -7.2% | -7.5% |
| 3M | -0.6% | -7.7% | +7.0% | -0.3% |
| 6M | -1.5% | +20.0% | -21.5% | -3.2% |
| YTD | +1.6% | +61.1% | -59.5% | -2.2% |
| 1Y | -20.8% | +33.9% | -54.6% | -22.9% |
| 3Y | -12.4% | +91.5% | -103.9% | -15.8% |
| 5Y | -12.9% | +41.8% | -54.7% | -15.2% |
| All | -12.9% | +41.6% | -54.6% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling