+0.1%
KMB vs HDB
-7.9%
+8.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -3.0% | +4.1% | -7.0% | -3.4% |
| 30D | +9.1% | +13.0% | -3.9% | +7.5% |
| 3M | -0.4% | +11.3% | -11.7% | -1.8% |
| 6M | +13.0% | +6.9% | +6.0% | +11.7% |
| YTD | +10.3% | -29.6% | +40.0% | +13.4% |
| 1Y | +8.2% | -29.5% | +37.7% | +11.2% |
| All | +0.1% | -7.9% | +8.0% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling