+39.5%
EXC vs KMB
-3.2%
+42.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.6% |
| 7D | -1.9% | -3.0% | +1.0% | -0.9% |
| 30D | +7.8% | +9.1% | -1.3% | +4.4% |
| 3M | +1.9% | -0.4% | +2.3% | +1.8% |
| 6M | +3.4% | +13.0% | -9.6% | -1.4% |
| YTD | +7.6% | +10.3% | -2.8% | +3.0% |
| 1Y | +2.1% | +8.2% | -6.1% | -1.5% |
| 3Y | +29.6% | +0.4% | +29.2% | +26.2% |
| 5Y | +39.5% | -2.7% | +42.2% | +34.7% |
| All | +39.5% | -3.2% | +42.7% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling