+561.5%
HPE vs KMB
+40.7%
+520.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.2% | +3.0% | +5.7% |
| 7D | -7.1% | +3.4% | -10.5% | -7.7% |
| 30D | -35.3% | +14.7% | -50.0% | -36.9% |
| 3M | -10.4% | +3.3% | -13.7% | -11.1% |
| 6M | +52.5% | +16.8% | +35.7% | +46.2% |
| YTD | +100.3% | +15.2% | +85.1% | +92.1% |
| 1Y | +106.4% | +13.3% | +93.1% | +98.7% |
| 3Y | +227.4% | +5.4% | +222.0% | +210.3% |
| 5Y | +250.6% | +2.7% | +247.9% | +231.4% |
| 10Y | +365.4% | +38.7% | +326.7% | +277.1% |
| All | +561.5% | +40.7% | +520.8% | +404.6% |
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