+41.1%
KMB vs ECL
+196.4%
-155.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +13.5% | +8.6% | +4.9% | +10.4% |
| 3M | +3.8% | +7.9% | -4.1% | +1.2% |
| 6M | +15.6% | +21.0% | -5.4% | +8.6% |
| YTD | +14.0% | +17.5% | -3.5% | +8.0% |
| 1Y | +12.9% | +19.7% | -6.7% | +6.3% |
| 3Y | +3.7% | +77.4% | -73.7% | -14.5% |
| 5Y | -0.1% | +38.7% | -38.8% | -12.3% |
| 10Y | +41.1% | +193.5% | -152.4% | -7.6% |
| All | +41.1% | +196.4% | -155.3% | -7.6% |
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