-16.6%
KMB vs HDB
-36.7%
+20.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.5% |
| 7D | -2.7% | -2.0% | -0.7% | -2.4% |
| 30D | -5.0% | -4.9% | -0.2% | -4.3% |
| 3M | +6.6% | -2.3% | +8.9% | +6.5% |
| 6M | +1.0% | -23.7% | +24.7% | +4.7% |
| YTD | +6.0% | -38.5% | +44.4% | +13.0% |
| 1Y | -16.6% | -36.5% | +19.8% | -11.7% |
| All | -16.6% | -36.7% | +20.0% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling