+352.2%
KMB vs HDB
+3,812.1%
-3,459.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.0% | +0.4% | -3.5% | -3.1% |
| 30D | -5.5% | -2.8% | -2.7% | -5.1% |
| 3M | +14.0% | -3.5% | +17.5% | +14.3% |
| 6M | +4.1% | -24.7% | +28.8% | +8.1% |
| YTD | +8.0% | -36.6% | +44.6% | +14.9% |
| 1Y | -13.7% | -34.4% | +20.6% | -8.8% |
| 3Y | -5.9% | -24.4% | +18.4% | -3.4% |
| 5Y | -8.6% | -35.4% | +26.7% | -5.0% |
| 10Y | +17.3% | +39.5% | -22.3% | +5.3% |
| All | +352.2% | +3,812.1% | -3,459.9% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling