+16.6%
KMB vs DVA
-8.6%
+25.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.1% |
| 7D | +0.1% | -4.8% | +4.8% | +0.8% |
| 30D | +10.2% | +0.9% | +9.3% | +9.9% |
| 3M | +1.5% | +2.9% | -1.4% | +0.9% |
| 6M | +16.6% | -7.8% | +24.4% | +16.8% |
| All | +16.6% | -8.6% | +25.3% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling