+35.5%
KMB vs EAT
+319.3%
-283.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.5% |
| 7D | -3.0% | -7.1% | +4.1% | -2.7% |
| 30D | +9.1% | -2.3% | +11.4% | +9.1% |
| 3M | -0.4% | -19.6% | +19.2% | +0.2% |
| 6M | +13.0% | +46.0% | -33.0% | +11.5% |
| YTD | +10.3% | +37.7% | -27.3% | +9.0% |
| 1Y | +8.2% | +73.8% | -65.6% | +6.1% |
| 3Y | +0.4% | +482.1% | -481.7% | -5.5% |
| 5Y | -2.7% | +362.5% | -365.2% | -8.6% |
| All | +35.5% | +319.3% | -283.8% | +29.8% |
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