+34.3%
KMB vs EAT
+382.1%
-347.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.7% |
| 7D | +0.5% | -2.6% | +3.1% | +0.5% |
| 30D | +12.4% | +11.5% | +0.9% | +12.0% |
| 3M | +1.0% | -9.1% | +10.1% | +1.2% |
| 6M | +12.1% | +40.4% | -28.3% | +10.8% |
| YTD | +11.6% | +43.9% | -32.3% | +10.1% |
| 1Y | +13.1% | +101.9% | -88.8% | +10.4% |
| 3Y | +1.6% | +489.9% | -488.3% | -4.4% |
| 5Y | -0.3% | +362.6% | -363.0% | -6.3% |
| All | +34.3% | +382.1% | -347.8% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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