+370.3%
HPE vs KMB
+39.0%
+331.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.0% |
| 7D | +7.9% | +0.9% | +6.9% | +7.7% |
| 30D | -23.5% | +10.1% | -33.6% | -24.7% |
| 3M | -19.1% | 0.0% | -19.1% | -19.2% |
| 6M | +51.4% | +15.7% | +35.7% | +46.0% |
| YTD | +103.4% | +12.6% | +90.8% | +96.8% |
| 1Y | +114.4% | +10.1% | +104.3% | +108.4% |
| 3Y | +224.7% | +2.1% | +222.5% | +211.1% |
| 5Y | +277.8% | -0.7% | +278.4% | +261.5% |
| All | +370.3% | +39.0% | +331.3% | +310.9% |
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 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