+129.2%
HPE vs KMB
-14.3%
+143.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -5.1% |
| 7D | -0.6% | -4.2% | +3.6% | -1.6% |
| 30D | -2.3% | -6.6% | +4.3% | -3.8% |
| 3M | -2.9% | +12.6% | -15.5% | -1.5% |
| 6M | +143.6% | +2.9% | +140.7% | +145.8% |
| YTD | +118.5% | +6.8% | +111.8% | +120.8% |
| 1Y | +129.2% | -14.8% | +144.0% | +134.3% |
| All | +129.2% | -14.3% | +143.5% | +134.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling