+599.2%
HPE vs KMB
+36.8%
+562.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.6% | +5.1% |
| 7D | +0.3% | +0.1% | +0.3% | +0.3% |
| 30D | -28.6% | +10.2% | -38.8% | -29.9% |
| 3M | -7.4% | +1.5% | -8.8% | -7.9% |
| 6M | +63.7% | +16.6% | +47.0% | +56.5% |
| YTD | +111.7% | +12.1% | +99.6% | +103.8% |
| 1Y | +123.5% | +11.1% | +112.4% | +115.6% |
| 3Y | +238.7% | +1.9% | +236.8% | +223.0% |
| 5Y | +261.0% | -1.3% | +262.3% | +244.2% |
| 10Y | +390.2% | +37.8% | +352.4% | +293.8% |
| All | +599.2% | +36.8% | +562.4% | +435.5% |
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