+47.6%
EXC vs KMB
-8.4%
+56.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | +0.3% | -3.0% | +3.3% | +1.4% |
| 30D | -3.7% | -5.5% | +1.7% | -1.8% |
| 3M | -1.3% | +14.0% | -15.3% | -5.9% |
| 6M | -9.7% | +4.1% | -13.8% | -11.3% |
| YTD | +2.9% | +8.0% | -5.2% | -0.5% |
| 1Y | +4.4% | -13.7% | +18.1% | +9.6% |
| 3Y | +22.2% | -5.9% | +28.2% | +22.4% |
| All | +47.6% | -8.4% | +56.0% | +46.9% |
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