+114.4%
HPE vs KMB
+9.5%
+104.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -2.5% |
| 7D | +7.9% | +0.9% | +6.9% | +8.5% |
| 30D | -23.5% | +10.1% | -33.6% | -18.4% |
| 3M | -19.1% | 0.0% | -19.1% | -16.6% |
| 6M | +51.4% | +15.7% | +35.7% | +64.1% |
| YTD | +103.4% | +12.6% | +90.8% | +121.3% |
| 1Y | +114.4% | +10.1% | +104.3% | +134.2% |
| All | +114.4% | +9.5% | +104.9% | +134.2% |
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