+2,340.5%
EXC vs KMB
+1,824.3%
+516.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +0.3% | -3.0% | +3.3% | +1.3% |
| 30D | -3.7% | -5.5% | +1.7% | -2.0% |
| 3M | -1.3% | +14.0% | -15.3% | -5.5% |
| 6M | -9.7% | +4.1% | -13.8% | -11.2% |
| YTD | +2.9% | +8.0% | -5.2% | -0.2% |
| 1Y | +4.4% | -13.7% | +18.1% | +8.2% |
| 3Y | +22.2% | -5.9% | +28.2% | +22.7% |
| 5Y | +46.7% | -8.6% | +55.3% | +47.8% |
| 10Y | +155.3% | +17.3% | +138.1% | +137.6% |
| All | +2,340.5% | +1,824.3% | +516.3% | +1,071.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling