+172.1%
EXC vs KMB
+36.7%
+135.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.1% |
| 7D | -1.2% | +0.5% | -1.6% | -1.4% |
| 30D | +10.0% | +12.4% | -2.4% | +4.2% |
| 3M | +1.6% | +1.0% | +0.6% | +0.9% |
| 6M | +3.3% | +12.1% | -8.9% | -2.5% |
| YTD | +7.6% | +11.6% | -4.1% | +1.1% |
| 1Y | +3.5% | +13.1% | -9.6% | -3.3% |
| 3Y | +27.7% | +1.6% | +26.1% | +22.7% |
| 5Y | +41.1% | -0.3% | +41.5% | +35.0% |
| All | +172.1% | +36.7% | +135.4% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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