+702.9%
KMB vs DVA
+5,194.7%
-4,491.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -3.0% | +1.8% | -4.9% | -3.2% |
| 30D | -5.5% | -2.5% | -3.0% | -5.3% |
| 3M | +14.0% | -4.3% | +18.2% | +14.2% |
| 6M | +4.1% | +18.9% | -14.8% | +1.9% |
| YTD | +8.0% | +61.9% | -53.9% | +2.5% |
| 1Y | -13.7% | +35.7% | -49.5% | -16.9% |
| 3Y | -5.9% | +78.6% | -84.6% | -12.5% |
| 5Y | -8.6% | +39.2% | -47.8% | -14.2% |
| 10Y | +17.3% | +184.0% | -166.7% | +1.1% |
| All | +702.9% | +5,194.7% | -4,491.7% | +440.0% |
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