+37.8%
KMB vs HDB
+64.3%
-26.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +0.1% | +6.9% | -6.9% | -0.9% |
| 30D | +10.2% | +15.2% | -5.0% | +8.0% |
| 3M | +1.5% | +11.7% | -10.3% | -0.2% |
| 6M | +16.6% | +7.5% | +9.1% | +15.0% |
| YTD | +12.1% | -28.8% | +40.9% | +16.9% |
| 1Y | +11.1% | -29.1% | +40.2% | +15.9% |
| 3Y | +1.9% | -7.0% | +8.9% | +1.6% |
| 5Y | -1.3% | -22.1% | +20.8% | -0.1% |
| 10Y | +37.8% | +64.9% | -27.1% | +17.5% |
| All | +37.8% | +64.3% | -26.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling