+720.0%
KMB vs DVA
+4,909.2%
-4,189.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.0% |
| 7D | -3.0% | -10.7% | +7.7% | -1.9% |
| 30D | +9.1% | -4.4% | +13.5% | +9.5% |
| 3M | -0.4% | -4.1% | +3.7% | -0.1% |
| 6M | +13.0% | -13.2% | +26.2% | +14.1% |
| YTD | +10.3% | +53.2% | -42.9% | +5.1% |
| 1Y | +8.2% | +40.8% | -32.6% | +3.9% |
| 3Y | +0.4% | +109.7% | -109.4% | -7.8% |
| 5Y | -2.7% | +64.5% | -67.2% | -10.1% |
| 10Y | +35.7% | +192.4% | -156.7% | +16.6% |
| All | +720.0% | +4,909.2% | -4,189.2% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling