+18.0%
KMB vs ECL
+150.0%
-132.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | -2.6% | -0.4% | -2.2% |
| 30D | -5.5% | -2.2% | -3.3% | -4.8% |
| 3M | +14.0% | +10.1% | +3.9% | +10.5% |
| 6M | +4.1% | -5.7% | +9.8% | +5.9% |
| YTD | +8.0% | +7.0% | +1.1% | +5.6% |
| 1Y | -13.7% | +2.7% | -16.4% | -14.8% |
| 3Y | -5.9% | +57.7% | -63.7% | -19.6% |
| 5Y | -8.6% | +31.1% | -39.8% | -18.4% |
| All | +18.0% | +150.0% | -132.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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