+227.4%
HPE vs KMB
+4.9%
+222.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.2% | +3.0% | +7.1% |
| 7D | -7.1% | +3.4% | -10.5% | -6.0% |
| 30D | -35.3% | +14.7% | -50.0% | -32.5% |
| 3M | -10.4% | +3.3% | -13.7% | -8.4% |
| 6M | +52.5% | +16.8% | +35.7% | +59.4% |
| YTD | +100.3% | +15.2% | +85.1% | +109.1% |
| 1Y | +106.4% | +13.3% | +93.1% | +115.2% |
| 3Y | +227.4% | +5.4% | +222.0% | +221.0% |
| All | +227.4% | +4.9% | +222.5% | +221.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling